-100.0%
ISPC vs SPY
+93.2%
-193.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -13.7% | +3.3% | -17.0% | -16.4% |
| 30D | -35.5% | -2.7% | -32.8% | -33.8% |
| 3M | -69.3% | -1.7% | -67.5% | -68.8% |
| 6M | -84.6% | +3.1% | -87.7% | -85.0% |
| YTD | -93.3% | +11.9% | -105.2% | -93.9% |
| 1Y | -97.3% | +12.0% | -109.2% | -97.5% |
| 3Y | -99.8% | +78.2% | -178.0% | -99.9% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +93.2% | -193.2% | -100.0% |
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