+336.8%
IDCC vs SPY
+78.7%
+258.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +6.6% | +0.5% | +6.0% | +6.0% |
| 30D | -1.1% | -0.9% | -0.1% | -0.1% |
| 3M | +33.7% | +3.9% | +29.8% | +29.4% |
| 6M | -4.1% | +14.5% | -18.6% | -15.2% |
| YTD | +7.8% | +12.9% | -5.1% | -3.6% |
| 1Y | +14.7% | +19.4% | -4.6% | -2.1% |
| 3Y | +336.8% | +78.5% | +258.4% | +142.3% |
| All | +336.8% | +78.7% | +258.1% | +142.3% |
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