+986.1%
ILCG vs SPY
+907.3%
+78.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.0% |
| 30D | -10.1% | -3.7% | -6.5% | -6.5% |
| 3M | -8.4% | -2.7% | -5.7% | -5.6% |
| 6M | -6.5% | +2.2% | -8.7% | -8.1% |
| YTD | +3.3% | +10.8% | -7.6% | -6.3% |
| 1Y | +1.4% | +11.2% | -9.9% | -8.3% |
| 3Y | +72.8% | +76.5% | -3.7% | -0.9% |
| 5Y | +54.6% | +72.9% | -18.3% | -7.9% |
| 10Y | +376.0% | +304.8% | +71.2% | +27.1% |
| All | +986.1% | +907.3% | +78.8% | +24.0% |
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