+1,010.2%
ILCG vs SPY
+920.6%
+89.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.9% |
| 7D | -0.8% | -0.9% | +0.2% | +0.3% |
| 30D | -7.4% | -2.4% | -5.1% | -5.0% |
| 3M | -6.1% | -1.2% | -5.0% | -4.8% |
| 6M | -4.7% | +3.3% | -8.0% | -7.3% |
| YTD | +5.6% | +12.3% | -6.7% | -5.5% |
| 1Y | +4.0% | +12.4% | -8.4% | -7.0% |
| 3Y | +76.6% | +78.8% | -2.2% | 0.0% |
| 5Y | +57.9% | +75.2% | -17.3% | -7.2% |
| 10Y | +388.4% | +311.1% | +77.3% | +28.4% |
| All | +1,010.2% | +920.6% | +89.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling