+46.6%
IOCT vs SPY
+67.0%
-20.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | 0.0% |
| 7D | -0.9% | -4.7% | +3.8% | +1.0% |
| 30D | -0.8% | -5.9% | +5.1% | +1.7% |
| 3M | -0.5% | -4.5% | +4.0% | +1.3% |
| 6M | +4.0% | +1.8% | +2.2% | +3.2% |
| YTD | +7.9% | +8.3% | -0.4% | +4.3% |
| 1Y | +10.3% | +9.3% | +0.9% | +6.2% |
| 3Y | +42.5% | +74.9% | -32.4% | +12.6% |
| 5Y | +46.6% | +67.3% | -20.7% | +15.8% |
| All | +46.6% | +67.0% | -20.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling