+410.4%
ILCG vs SPY
+312.5%
+97.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +1.0% |
| 30D | -1.9% | -1.4% | -0.6% | -0.4% |
| 3M | +0.7% | +3.7% | -3.0% | -3.2% |
| 6M | +13.8% | +13.0% | +0.8% | -0.6% |
| YTD | +10.6% | +12.4% | -1.8% | -2.7% |
| 1Y | +13.8% | +18.5% | -4.7% | -5.6% |
| 3Y | +86.5% | +77.6% | +8.9% | -0.9% |
| 5Y | +70.4% | +81.7% | -11.3% | -10.5% |
| 10Y | +410.4% | +319.7% | +90.8% | +14.3% |
| All | +410.4% | +312.5% | +97.9% | +14.3% |
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 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