+89.9%
ISVL vs SPY
+107.5%
-17.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | +1.9% | -1.4% | +3.3% | +3.0% |
| 3M | +7.8% | +3.7% | +4.1% | +4.9% |
| 6M | +13.3% | +13.0% | +0.3% | +3.4% |
| YTD | +16.8% | +12.4% | +4.4% | +6.9% |
| 1Y | +26.0% | +18.5% | +7.4% | +10.8% |
| 3Y | +93.9% | +77.6% | +16.3% | +23.6% |
| 5Y | +74.3% | +81.7% | -7.4% | +7.7% |
| All | +89.9% | +107.5% | -17.6% | +4.0% |
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