-99.8%
ICCM vs SPY
+80.4%
-180.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +7.2% | +2.6% | +4.6% | +5.4% |
| 30D | -29.8% | -2.0% | -27.8% | -28.4% |
| 3M | -75.7% | -2.8% | -72.9% | -75.1% |
| 6M | -89.7% | +2.1% | -91.9% | -89.9% |
| YTD | -96.0% | +11.5% | -107.5% | -96.3% |
| 1Y | -96.6% | +13.5% | -110.0% | -96.9% |
| 3Y | -96.7% | +77.7% | -174.4% | -97.9% |
| 5Y | -99.6% | +72.6% | -172.2% | -99.7% |
| All | -99.8% | +80.4% | -180.1% | -99.8% |
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