+666.7%
ISCG vs SPY
+932.0%
-265.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | +1.3% | +2.0% | -0.7% | -0.9% |
| 6M | +9.5% | +13.0% | -3.5% | -3.8% |
| YTD | +15.2% | +13.5% | +1.7% | +0.8% |
| 1Y | +20.5% | +20.0% | +0.5% | -0.5% |
| 3Y | +55.7% | +77.2% | -21.4% | -14.6% |
| 5Y | +27.4% | +81.9% | -54.5% | -31.3% |
| 10Y | +181.1% | +314.1% | -132.9% | -34.8% |
| All | +666.7% | +932.0% | -265.3% | -32.5% |
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