+288.6%
ILCB vs SPY
+311.3%
-22.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | -1.0% | -0.9% | 0.0% | 0.0% |
| 3M | +3.9% | +3.9% | 0.0% | 0.0% |
| 6M | +14.8% | +14.5% | +0.3% | +0.2% |
| YTD | +13.0% | +12.9% | +0.1% | +0.1% |
| 1Y | +19.2% | +19.4% | -0.2% | -0.2% |
| 3Y | +79.5% | +78.5% | +1.1% | +0.3% |
| 5Y | +78.2% | +81.8% | -3.5% | -2.1% |
| 10Y | +288.6% | +311.5% | -22.9% | -2.9% |
| All | +288.6% | +311.3% | -22.7% | -2.9% |
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