+84.7%
ISD vs SPY
+312.5%
-227.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.6% | -0.4% | +0.9% | +0.8% |
| 30D | -1.4% | -1.4% | 0.0% | -0.7% |
| 3M | -1.8% | +3.7% | -5.5% | -3.7% |
| 6M | -7.7% | +13.0% | -20.7% | -13.3% |
| YTD | -10.1% | +12.4% | -22.5% | -15.5% |
| 1Y | -7.8% | +18.5% | -26.3% | -15.7% |
| 3Y | +33.1% | +77.6% | -44.5% | -2.3% |
| 5Y | +18.9% | +81.7% | -62.8% | -14.8% |
| 10Y | +84.7% | +319.7% | -234.9% | -14.4% |
| All | +84.7% | +312.5% | -227.8% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling