+366.2%
IDCC vs SPY
+311.8%
+54.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.4% |
| 7D | -2.5% | -0.9% | -1.6% | -1.4% |
| 30D | -8.1% | -2.4% | -5.8% | -5.6% |
| 3M | -10.8% | -1.2% | -9.7% | -9.5% |
| 6M | +12.1% | +3.3% | +8.8% | +8.9% |
| YTD | -4.7% | +12.3% | -17.0% | -15.4% |
| 1Y | -18.3% | +12.4% | -30.8% | -27.5% |
| 3Y | +252.3% | +78.8% | +173.5% | +87.4% |
| 5Y | +346.4% | +75.2% | +271.3% | +142.2% |
| 10Y | +366.2% | +311.1% | +55.1% | -19.8% |
| All | +366.2% | +311.8% | +54.5% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling