+557.8%
ILCV vs SPY
+932.0%
-374.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +1.2% | +0.1% | +1.2% | +1.1% |
| 3M | +6.6% | +2.0% | +4.6% | +4.4% |
| 6M | +12.5% | +13.0% | -0.5% | +0.1% |
| YTD | +15.9% | +13.5% | +2.4% | +2.6% |
| 1Y | +24.6% | +20.0% | +4.6% | +4.7% |
| 3Y | +70.3% | +77.2% | -6.9% | -2.0% |
| 5Y | +81.3% | +81.9% | -0.6% | +0.6% |
| 10Y | +210.4% | +314.1% | -103.7% | -23.2% |
| All | +557.8% | +932.0% | -374.2% | -29.4% |
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