+146.8%
ISMD vs SPY
+277.9%
-131.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +3.5% | +2.0% | +1.5% | +1.2% |
| 6M | +17.9% | +13.0% | +4.9% | +3.7% |
| YTD | +28.1% | +13.5% | +14.6% | +12.2% |
| 1Y | +27.3% | +20.0% | +7.4% | +5.3% |
| 3Y | +55.3% | +77.2% | -21.9% | -15.0% |
| 5Y | +56.0% | +81.9% | -25.9% | -17.2% |
| All | +146.8% | +277.9% | -131.1% | -39.2% |
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