+277.1%
INCO vs SPY
+756.1%
-479.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -2.9% | -2.0% | -0.9% | -1.6% |
| 30D | -4.9% | -1.7% | -3.3% | -3.9% |
| 3M | +4.2% | +4.7% | -0.5% | +1.0% |
| 6M | -1.0% | +12.5% | -13.5% | -8.3% |
| YTD | -8.1% | +11.7% | -19.9% | -14.6% |
| 1Y | -11.6% | +17.5% | -29.1% | -20.6% |
| 3Y | +18.6% | +76.6% | -58.0% | -20.5% |
| 5Y | +30.9% | +82.0% | -51.2% | -15.4% |
| 10Y | +109.6% | +317.1% | -207.5% | -28.9% |
| All | +277.1% | +756.1% | -479.0% | -15.6% |
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