+717.6%
IYC vs SPY
+739.9%
-22.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.7% | +0.1% | -2.7% | -2.7% |
| 3M | -0.2% | +2.0% | -2.2% | -2.2% |
| 6M | -2.1% | +13.0% | -15.1% | -12.9% |
| YTD | -2.5% | +13.5% | -16.1% | -13.6% |
| 1Y | -3.8% | +20.0% | -23.8% | -19.1% |
| 3Y | +44.2% | +77.2% | -33.0% | -15.6% |
| 5Y | +29.0% | +81.9% | -52.8% | -25.3% |
| 10Y | +191.0% | +314.1% | -123.1% | -20.2% |
| All | +717.6% | +739.9% | -22.3% | +5.5% |
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