+654.3%
ICCC vs SPY
+3,091.8%
-2,437.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -7.9% | +0.1% | -8.0% | -7.9% |
| 3M | +0.3% | +2.0% | -1.7% | -0.4% |
| 6M | +53.3% | +13.0% | +40.2% | +46.6% |
| YTD | +61.0% | +13.5% | +47.4% | +53.7% |
| 1Y | +51.8% | +20.0% | +31.9% | +42.3% |
| 3Y | +117.1% | +77.2% | +39.9% | +76.1% |
| 5Y | +8.8% | +81.9% | -73.1% | -13.8% |
| 10Y | +36.4% | +314.1% | -277.7% | -23.2% |
| All | +654.3% | +3,091.8% | -2,437.5% | +123.9% |
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