+240.8%
INCE vs SPY
+310.4%
-69.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -0.7% | -1.4% | +0.6% | +0.3% |
| 3M | +3.3% | +3.7% | -0.4% | +0.3% |
| 6M | +7.9% | +13.0% | -5.1% | -2.0% |
| YTD | +16.1% | +12.4% | +3.7% | +5.7% |
| 1Y | +22.2% | +18.5% | +3.6% | +6.6% |
| 3Y | +58.0% | +77.6% | -19.6% | -1.1% |
| 5Y | +64.7% | +81.7% | -16.9% | +0.3% |
| All | +240.8% | +310.4% | -69.6% | +25.0% |
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 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