+31.0%
ISD vs VOO
+79.1%
-48.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.0% | +3.3% | -4.3% | -2.4% |
| 30D | -1.2% | -2.7% | +1.5% | 0.0% |
| 3M | -6.9% | -1.7% | -5.1% | -6.2% |
| 6M | -9.7% | +3.1% | -12.9% | -11.1% |
| YTD | -15.1% | +11.9% | -27.1% | -19.6% |
| 1Y | -13.9% | +12.1% | -25.9% | -18.5% |
| All | +31.0% | +79.1% | -48.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling