-96.6%
ICCM vs SPY
+79.4%
-176.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.8% |
| 7D | -6.2% | -0.9% | -5.3% | -5.6% |
| 30D | -31.3% | -2.4% | -28.9% | -30.4% |
| 3M | -78.9% | -1.2% | -77.7% | -78.7% |
| 6M | -89.7% | +3.3% | -93.0% | -89.9% |
| YTD | -95.9% | +12.3% | -108.2% | -96.3% |
| 1Y | -96.4% | +12.4% | -108.9% | -96.7% |
| All | -96.6% | +79.4% | -176.0% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling