-99.3%
ICCM vs SPY
+81.0%
-180.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.2% |
| 7D | -6.6% | -0.4% | -6.3% | -6.4% |
| 30D | -35.7% | -1.4% | -34.3% | -35.1% |
| 3M | -24.9% | +3.7% | -28.6% | -27.7% |
| 6M | -88.5% | +13.0% | -101.5% | -89.6% |
| YTD | -88.5% | +12.4% | -100.9% | -89.5% |
| 1Y | -93.2% | +18.5% | -111.7% | -94.0% |
| 3Y | -93.5% | +77.6% | -171.2% | -96.0% |
| 5Y | -99.3% | +81.7% | -181.0% | -99.5% |
| All | -99.3% | +81.0% | -180.3% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling