-100.0%
ISPC vs VOO
+96.7%
-196.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -19.8% | +0.1% | -19.8% | -19.9% |
| 3M | -51.6% | +2.0% | -53.6% | -52.3% |
| 6M | -84.9% | +13.0% | -97.9% | -86.5% |
| YTD | -85.2% | +13.6% | -98.8% | -86.8% |
| 1Y | -94.3% | +20.1% | -114.3% | -95.0% |
| 3Y | -99.7% | +77.6% | -177.3% | -99.8% |
| 5Y | -100.0% | +82.4% | -182.4% | -100.0% |
| All | -100.0% | +96.7% | -196.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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