+581.4%
ISCB vs SPY
+932.0%
-350.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | +3.9% | +2.0% | +1.9% | +1.5% |
| 6M | +10.6% | +13.0% | -2.4% | -3.4% |
| YTD | +16.8% | +13.5% | +3.2% | +1.4% |
| 1Y | +21.5% | +20.0% | +1.6% | -0.5% |
| 3Y | +55.0% | +77.2% | -22.2% | -17.3% |
| 5Y | +39.2% | +81.9% | -42.7% | -27.7% |
| 10Y | +136.9% | +314.1% | -177.1% | -49.8% |
| All | +581.4% | +932.0% | -350.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling