+244.3%
INCE vs SPY
+304.7%
-60.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.3% | -0.6% | +0.3% | +0.1% |
| 30D | +3.3% | -3.7% | +7.0% | +6.1% |
| 3M | +0.3% | -2.7% | +3.0% | +2.2% |
| 6M | +5.6% | +2.2% | +3.4% | +3.4% |
| YTD | +17.3% | +10.8% | +6.4% | +7.7% |
| 1Y | +22.1% | +11.2% | +10.8% | +11.7% |
| 3Y | +62.1% | +76.5% | -14.3% | +1.7% |
| 5Y | +62.8% | +72.9% | -10.1% | +3.0% |
| 10Y | +252.3% | +304.8% | -52.5% | +30.7% |
| All | +244.3% | +304.7% | -60.4% | +27.4% |
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