-81.9%
ISPR vs SPY
+75.1%
-157.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.1% |
| 7D | +14.8% | -2.7% | +17.5% | +18.0% |
| 30D | +9.9% | -5.4% | +15.3% | +16.4% |
| 3M | -6.6% | -4.1% | -2.5% | -2.7% |
| 6M | -7.7% | +0.7% | -8.4% | -9.9% |
| YTD | -44.6% | +8.7% | -53.3% | -50.7% |
| 1Y | -5.2% | +10.9% | -16.1% | -18.0% |
| 3Y | -81.9% | +75.0% | -156.9% | -96.6% |
| All | -81.9% | +75.1% | -157.0% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling