+27.9%
IUSB vs SPY
+365.3%
-337.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +2.1% | -5.4% | +7.5% | +2.3% |
| 3M | -0.8% | -4.1% | +3.3% | -0.6% |
| 6M | -1.4% | +0.7% | -2.1% | -1.4% |
| YTD | -0.7% | +8.7% | -9.3% | -1.0% |
| 1Y | -0.3% | +10.9% | -11.2% | -0.7% |
| 3Y | +16.0% | +75.0% | -59.0% | +13.4% |
| 5Y | 0.0% | +67.8% | -67.8% | -2.6% |
| 10Y | +18.3% | +312.9% | -294.6% | +16.0% |
| All | +27.9% | +365.3% | -337.3% | +26.1% |
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