+275.8%
ILCB vs SPY
+312.9%
-37.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -2.7% | -2.7% | 0.0% | 0.0% |
| 30D | -5.5% | -5.4% | -0.1% | -0.2% |
| 3M | -4.1% | -4.1% | 0.0% | 0.0% |
| 6M | +9.5% | +9.7% | -0.2% | -0.2% |
| YTD | +9.5% | +9.7% | -0.2% | -0.2% |
| 1Y | +9.5% | +9.7% | -0.2% | -0.2% |
| 3Y | +76.0% | +75.0% | +1.0% | +0.2% |
| 5Y | +64.6% | +67.8% | -3.2% | -2.1% |
| All | +275.8% | +312.9% | -37.1% | -2.7% |
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