-79.6%
ISPR vs SPY
+94.9%
-174.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +8.5% | +0.1% | +8.3% | +8.3% |
| 30D | -3.1% | +0.1% | -3.2% | -3.3% |
| 3M | -7.2% | +2.0% | -9.2% | -9.6% |
| 6M | -21.4% | +13.0% | -34.4% | -31.4% |
| YTD | -45.0% | +13.5% | -58.5% | -52.5% |
| 1Y | -50.3% | +20.0% | -70.3% | -59.7% |
| 3Y | -84.2% | +77.2% | -161.4% | -91.7% |
| All | -79.6% | +94.9% | -174.5% | -90.6% |
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 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