+26.0%
IYC vs SPY
+81.0%
-54.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -2.7% | -0.4% | -2.3% | -2.3% |
| 30D | -6.0% | -1.4% | -4.7% | -4.6% |
| 3M | -2.6% | +3.7% | -6.3% | -6.5% |
| 6M | -3.1% | +13.0% | -16.1% | -15.5% |
| YTD | -5.0% | +12.4% | -17.4% | -16.7% |
| 1Y | -6.5% | +18.5% | -25.1% | -22.9% |
| 3Y | +41.6% | +77.6% | -36.1% | -26.7% |
| 5Y | +26.0% | +81.7% | -55.6% | -35.4% |
| All | +26.0% | +81.0% | -54.9% | -35.4% |
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