-93.2%
ICCM vs SPY
+78.7%
-171.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -28.2% | -0.9% | -27.3% | -28.0% |
| 3M | -39.3% | +3.9% | -43.2% | -40.9% |
| 6M | -88.3% | +14.5% | -102.8% | -89.4% |
| YTD | -87.9% | +12.9% | -100.8% | -88.9% |
| 1Y | -93.0% | +19.4% | -112.3% | -93.7% |
| 3Y | -93.2% | +78.5% | -171.7% | -95.1% |
| All | -93.2% | +78.7% | -171.9% | -95.1% |
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