+20.2%
IUSB vs SPY
+307.0%
-286.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +0.5% | -2.0% | +2.5% | +0.6% |
| 3M | -1.7% | -2.8% | +1.1% | -1.6% |
| 6M | -1.5% | +2.1% | -3.7% | -1.7% |
| YTD | -1.3% | +11.5% | -12.8% | -1.9% |
| 1Y | -0.9% | +13.5% | -14.4% | -1.6% |
| 3Y | +14.9% | +77.7% | -62.8% | +11.6% |
| 5Y | 0.0% | +72.6% | -72.6% | -3.3% |
| All | +20.2% | +307.0% | -286.8% | +16.7% |
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