+215.4%
ILCV vs SPY
+315.0%
-99.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.4% | -3.3% | +5.7% | +5.3% |
| 3M | +3.0% | -2.4% | +5.4% | +5.1% |
| 6M | +11.4% | +2.6% | +8.8% | +8.7% |
| YTD | +18.4% | +11.2% | +7.1% | +7.6% |
| 1Y | +22.4% | +13.4% | +9.0% | +9.3% |
| 3Y | +83.1% | +79.9% | +3.2% | +8.1% |
| 5Y | +79.8% | +72.2% | +7.6% | +9.6% |
| 10Y | +215.4% | +307.3% | -92.0% | -14.9% |
| All | +215.4% | +315.0% | -99.6% | -14.9% |
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