+72.8%
ILCG vs SPY
+78.4%
-5.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -2.7% | -0.6% | -2.1% | -1.9% |
| 30D | -10.1% | -3.7% | -6.5% | -5.6% |
| 3M | -8.4% | -2.7% | -5.7% | -4.9% |
| 6M | -6.5% | +2.2% | -8.7% | -8.5% |
| YTD | +3.3% | +10.8% | -7.6% | -8.4% |
| 1Y | +1.4% | +11.2% | -9.9% | -10.4% |
| 3Y | +72.8% | +76.5% | -3.7% | -11.2% |
| All | +72.8% | +78.4% | -5.6% | -11.2% |
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