+24.5%
ISTB vs SPY
+311.8%
-287.2%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | +0.2% | -2.4% | +2.5% | +0.2% |
| 3M | -0.6% | -1.2% | +0.5% | -0.6% |
| 6M | -0.3% | +3.3% | -3.6% | -0.4% |
| YTD | +0.2% | +12.3% | -12.1% | -0.1% |
| 1Y | +0.8% | +12.4% | -11.6% | +0.5% |
| 3Y | +14.7% | +78.8% | -64.2% | +12.8% |
| 5Y | +10.3% | +75.2% | -64.9% | +8.2% |
| 10Y | +24.5% | +311.1% | -286.6% | +21.9% |
| All | +24.5% | +311.8% | -287.2% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling