+172.9%
ISTR vs VOO
+75.9%
+97.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -0.1% | -2.0% | +1.8% | +1.4% |
| 30D | +1.3% | -1.7% | +2.9% | +2.6% |
| 3M | +4.1% | +4.7% | -0.6% | +0.3% |
| 6M | +12.0% | +12.6% | -0.6% | +1.6% |
| YTD | +15.7% | +11.8% | +4.0% | +5.5% |
| 1Y | +36.3% | +17.5% | +18.8% | +19.2% |
| All | +172.9% | +75.9% | +97.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling