+558.4%
ILCV vs SPY
+887.7%
-329.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -1.0% | -2.7% | +1.7% | +1.5% |
| 30D | +1.4% | -5.4% | +6.8% | +6.6% |
| 3M | +1.3% | -4.1% | +5.4% | +5.1% |
| 6M | +9.0% | +0.7% | +8.3% | +7.9% |
| YTD | +16.0% | +8.7% | +7.4% | +6.8% |
| 1Y | +20.3% | +10.9% | +9.4% | +8.7% |
| 3Y | +77.1% | +75.0% | +2.1% | +3.0% |
| 5Y | +76.3% | +67.8% | +8.6% | +5.5% |
| 10Y | +222.5% | +312.9% | -90.3% | -20.3% |
| All | +558.4% | +887.7% | -329.3% | -26.5% |
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