+681.7%
ICCC vs SPY
+3,015.5%
-2,333.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +4.7% | -3.7% | +8.4% | +6.1% |
| 3M | -6.5% | -2.7% | -3.7% | -5.5% |
| 6M | +27.5% | +2.2% | +25.3% | +26.4% |
| YTD | +66.8% | +10.8% | +56.0% | +60.7% |
| 1Y | +68.8% | +11.2% | +57.5% | +62.4% |
| 3Y | +90.0% | +76.5% | +13.5% | +54.5% |
| 5Y | +14.5% | +72.9% | -58.4% | -7.5% |
| 10Y | +97.3% | +304.8% | -207.5% | +12.2% |
| All | +681.7% | +3,015.5% | -2,333.8% | +134.0% |
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