+19.7%
ISCV vs SPY
+17.2%
+2.5%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -2.8% | -2.0% | -0.8% | -1.2% |
| 30D | -3.3% | -1.7% | -1.7% | -2.0% |
| 3M | +4.6% | +4.7% | -0.1% | +0.4% |
| 6M | +12.9% | +12.5% | +0.4% | +1.2% |
| YTD | +15.3% | +11.7% | +3.6% | +3.9% |
| 1Y | +19.7% | +17.5% | +2.2% | +1.5% |
| All | +19.7% | +17.2% | +2.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling