-13.3%
ISOU vs SPY
+82.0%
-95.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +12.9% | +0.1% | +12.9% | +13.0% |
| 3M | -4.3% | +2.0% | -6.3% | -6.4% |
| 6M | +0.3% | +13.0% | -12.7% | -16.5% |
| YTD | +23.1% | +13.5% | +9.5% | +1.9% |
| 1Y | +37.8% | +20.0% | +17.9% | +5.0% |
| 3Y | +5.3% | +77.2% | -71.9% | -58.0% |
| All | -13.3% | +82.0% | -95.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling