-93.0%
ICCM vs SPY
+20.8%
-113.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | -3.0% | +0.1% | -3.2% | -3.1% |
| 30D | -30.5% | +0.1% | -30.6% | -30.5% |
| 3M | -57.3% | +2.0% | -59.3% | -56.1% |
| 6M | -88.6% | +13.0% | -101.6% | -91.0% |
| YTD | -87.8% | +13.5% | -101.4% | -90.5% |
| 1Y | -93.0% | +20.0% | -113.0% | -95.3% |
| All | -93.0% | +20.8% | -113.8% | -95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling