+82.2%
ISVL vs SPY
+104.6%
-22.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.1% | -0.6% | +0.4% | +0.3% |
| 30D | -1.4% | -3.7% | +2.3% | +1.3% |
| 3M | -2.2% | -2.7% | +0.6% | -0.2% |
| 6M | +2.2% | +2.2% | +0.1% | +0.5% |
| YTD | +12.0% | +10.8% | +1.2% | +3.6% |
| 1Y | +19.9% | +11.2% | +8.6% | +10.5% |
| 3Y | +89.9% | +76.5% | +13.4% | +21.6% |
| 5Y | +68.0% | +72.9% | -4.9% | +8.0% |
| All | +82.2% | +104.6% | -22.4% | +0.8% |
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