+28.0%
IUSB vs SPY
+363.8%
-335.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.4% |
| 7D | +0.4% | -4.7% | +5.1% | +0.6% |
| 30D | +2.2% | -5.9% | +8.1% | +2.4% |
| 3M | -0.9% | -4.5% | +3.6% | -0.7% |
| 6M | -0.9% | +1.8% | -2.7% | -1.0% |
| YTD | -0.6% | +8.3% | -8.9% | -0.9% |
| 1Y | +0.1% | +9.3% | -9.2% | -0.3% |
| 3Y | +15.5% | +74.9% | -59.3% | +12.9% |
| 5Y | 0.0% | +67.3% | -67.2% | -2.5% |
| 10Y | +18.4% | +311.6% | -293.2% | +16.1% |
| All | +28.0% | +363.8% | -335.8% | +26.2% |
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