-80.5%
ISPR vs VOO
+93.5%
-174.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.0% |
| 7D | -5.2% | -0.4% | -4.8% | -4.8% |
| 30D | -12.5% | -1.4% | -11.1% | -11.4% |
| 3M | -16.5% | +3.7% | -20.2% | -19.9% |
| 6M | -40.0% | +13.0% | -53.0% | -47.4% |
| YTD | -47.5% | +12.4% | -59.9% | -54.0% |
| 1Y | -52.6% | +18.6% | -71.2% | -60.9% |
| 3Y | -84.2% | +78.1% | -162.3% | -91.5% |
| All | -80.5% | +93.5% | -174.0% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling