+152.9%
ISTR vs VOO
+378.7%
-225.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +3.0% | +0.5% | +2.4% | +2.6% |
| 30D | +1.9% | -0.9% | +2.9% | +2.6% |
| 3M | +6.1% | +3.9% | +2.2% | +2.9% |
| 6M | +12.0% | +14.5% | -2.5% | +0.9% |
| YTD | +15.6% | +13.0% | +2.7% | +5.2% |
| 1Y | +35.6% | +19.4% | +16.2% | +18.3% |
| 3Y | +170.4% | +78.9% | +91.5% | +74.4% |
| 5Y | +53.7% | +82.3% | -28.6% | -4.7% |
| 10Y | +133.0% | +314.2% | -181.3% | -11.4% |
| All | +152.9% | +378.7% | -225.8% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling