+678.7%
ICCC vs SPY
+3,027.0%
-2,348.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +4.3% | -3.3% | +7.6% | +5.5% |
| 3M | -7.1% | -2.4% | -4.7% | -6.3% |
| 6M | +27.0% | +2.6% | +24.4% | +25.7% |
| YTD | +66.2% | +11.2% | +54.9% | +59.9% |
| 1Y | +67.5% | +13.4% | +54.2% | +60.2% |
| 3Y | +87.2% | +79.9% | +7.3% | +51.1% |
| 5Y | +14.4% | +72.2% | -57.7% | -7.4% |
| 10Y | +92.5% | +307.3% | -214.9% | +9.2% |
| All | +678.7% | +3,027.0% | -2,348.3% | +132.8% |
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