+134.8%
ISMD vs SPY
+272.4%
-137.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +0.6% | +3.3% | -2.7% | -2.7% |
| 30D | +0.4% | -2.7% | +3.1% | +3.2% |
| 3M | -7.2% | -1.7% | -5.4% | -5.6% |
| 6M | +4.3% | +3.1% | +1.3% | +0.9% |
| YTD | +21.9% | +11.9% | +10.0% | +8.3% |
| 1Y | +24.4% | +12.0% | +12.4% | +10.4% |
| 3Y | +64.3% | +78.2% | -13.9% | -10.7% |
| 5Y | +38.5% | +73.2% | -34.8% | -22.6% |
| All | +134.8% | +272.4% | -137.6% | -41.3% |
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