+188.8%
IYC vs SPY
+322.5%
-133.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.2% | -1.2% |
| 30D | -4.4% | -1.1% | -3.3% | -3.4% |
| 3M | -2.9% | +3.9% | -6.8% | -6.7% |
| 6M | -1.7% | +13.6% | -15.3% | -13.8% |
| YTD | -4.4% | +12.7% | -17.1% | -15.6% |
| 1Y | -6.1% | +17.5% | -23.6% | -20.6% |
| 3Y | +40.0% | +76.9% | -36.9% | -22.0% |
| 5Y | +27.5% | +83.6% | -56.1% | -30.9% |
| All | +188.8% | +322.5% | -133.7% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling