+80.4%
ILCV vs SPY
+72.1%
+8.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.5% | +2.6% | -0.1% | +0.5% |
| 30D | +2.4% | -2.0% | +4.4% | +3.9% |
| 3M | +3.0% | -2.8% | +5.8% | +5.1% |
| 6M | +11.4% | +2.1% | +9.3% | +9.4% |
| YTD | +18.9% | +11.5% | +7.4% | +9.0% |
| 1Y | +22.1% | +13.5% | +8.6% | +10.5% |
| 3Y | +81.8% | +77.7% | +4.1% | +14.9% |
| All | +80.4% | +72.1% | +8.3% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling