+647.3%
ISCG vs SPY
+930.0%
-282.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.7% |
| 30D | -1.2% | -1.0% | -0.2% | -0.1% |
| 3M | -4.8% | -0.3% | -4.5% | -4.5% |
| 6M | +2.7% | +7.3% | -4.6% | -4.7% |
| YTD | +12.3% | +13.3% | -1.0% | -1.6% |
| 1Y | +15.2% | +14.8% | +0.4% | -0.4% |
| 3Y | +66.9% | +82.9% | -16.0% | -11.6% |
| 5Y | +19.5% | +75.6% | -56.1% | -33.2% |
| 10Y | +201.4% | +330.5% | -129.2% | -32.9% |
| All | +647.3% | +930.0% | -282.7% | -34.1% |
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