+92.8%
ISVL vs SPY
+109.6%
-16.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +3.8% | +0.1% | +3.7% | +3.8% |
| 3M | +8.1% | +2.0% | +6.1% | +6.5% |
| 6M | +12.1% | +13.0% | -0.9% | +2.2% |
| YTD | +18.5% | +13.5% | +5.0% | +7.7% |
| 1Y | +29.4% | +20.0% | +9.5% | +12.8% |
| 3Y | +92.8% | +77.2% | +15.6% | +23.2% |
| 5Y | +74.3% | +81.9% | -7.6% | +7.8% |
| All | +92.8% | +109.6% | -16.8% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling