+219.0%
ISOU vs SPY
+265.8%
-46.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.2% | +4.2% |
| 7D | +11.0% | +0.1% | +10.9% | +10.8% |
| 30D | -3.4% | -3.3% | -0.1% | +1.6% |
| 3M | -13.9% | -2.4% | -11.5% | -10.2% |
| 6M | -25.6% | +2.6% | -28.1% | -26.7% |
| YTD | -1.4% | +11.2% | -12.7% | -12.3% |
| 1Y | +11.4% | +13.4% | -2.0% | -2.7% |
| 3Y | -11.7% | +79.9% | -91.6% | -57.6% |
| 5Y | -56.8% | +72.2% | -129.0% | -77.3% |
| All | +219.0% | +265.8% | -46.8% | +23.7% |
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