+8.1%
ISCG vs SPY
+9.8%
-1.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | +0.3% |
| 7D | -5.6% | -4.7% | -0.9% | -0.1% |
| 30D | -5.6% | -5.9% | +0.3% | +1.4% |
| 3M | -9.0% | -4.5% | -4.4% | -3.8% |
| 6M | -3.6% | +1.8% | -5.4% | -6.0% |
| YTD | +6.9% | +8.3% | -1.5% | -3.9% |
| 1Y | +8.1% | +9.3% | -1.3% | -4.0% |
| All | +8.1% | +9.8% | -1.7% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling