+35.9%
ICCC vs SPY
+312.5%
-276.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -9.7% | -1.4% | -8.3% | -9.4% |
| 3M | +1.4% | +3.7% | -2.3% | +0.7% |
| 6M | +52.9% | +13.0% | +39.9% | +49.1% |
| YTD | +61.1% | +12.4% | +48.7% | +57.2% |
| 1Y | +60.9% | +18.5% | +42.3% | +55.4% |
| 3Y | +114.0% | +77.6% | +36.4% | +91.3% |
| 5Y | +6.7% | +81.7% | -75.0% | -6.0% |
| 10Y | +35.9% | +319.7% | -283.7% | +10.3% |
| All | +35.9% | +312.5% | -276.6% | +10.3% |
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