Income

The chart shows the growth of an initial investment of $10,000 in Income, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since May 7, 2020, Income's average daily return is +0.14%, while the average monthly return is +2.91%. At this rate, your investment would double in approximately 2.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2020 with a return of +107.4%, while the worst month was Sep 2022 at -8.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Income closed higher 55% of trading days. The best single day was Oct 13, 2020 with a return of +108.2%, while the worst single day was Jun 11, 2020 at -5.8%.

Income has an annualized alpha of 26.67%, beta of 0.73, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 07, 2020.

• This portfolio captured 90.10% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.05%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.07 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Income ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Income Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 2.42
• 5-Year: 0.77
• All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.87 to 2.87, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Income compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Income provided a 2.24% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Income. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Income was 19.49%, occurring on Sep 30, 2022. Recovery took 192 trading sessions.

The current Income drawdown is 1.52%.

The chart below shows the rolling one-month volatility.