+309.7%
ISOU vs SPY
+271.3%
+38.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.6% |
| 7D | +7.7% | +0.5% | +7.1% | +6.8% |
| 30D | +10.6% | -0.9% | +11.5% | +12.2% |
| 3M | +10.9% | +3.9% | +7.0% | +5.7% |
| 6M | +13.3% | +14.5% | -1.2% | -4.1% |
| YTD | +26.6% | +12.9% | +13.7% | +9.6% |
| 1Y | +34.9% | +19.4% | +15.5% | +9.1% |
| 3Y | +4.7% | +78.5% | -73.7% | -49.6% |
| 5Y | -8.9% | +81.8% | -90.6% | -55.2% |
| All | +309.7% | +271.3% | +38.4% | +54.6% |
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