+196.6%
ISOU vs SPY
+257.3%
-60.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.3% |
| 7D | -3.8% | -2.7% | -1.1% | -0.2% |
| 30D | -14.2% | -5.4% | -8.8% | -7.0% |
| 3M | -18.1% | -4.1% | -14.0% | -12.5% |
| 6M | -32.1% | +0.7% | -32.8% | -31.5% |
| YTD | -8.4% | +8.7% | -17.0% | -15.8% |
| 1Y | +3.0% | +10.9% | -7.9% | -7.3% |
| 3Y | -20.5% | +75.0% | -95.5% | -60.4% |
| 5Y | -54.5% | +67.8% | -122.3% | -75.2% |
| All | +196.6% | +257.3% | -60.7% | +18.8% |
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