+26.5%
ICAP vs SPY
+64.2%
-37.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -5.2% | -2.7% | -2.5% | -3.0% |
| 30D | -10.5% | -5.4% | -5.1% | -6.3% |
| 3M | -11.8% | -4.1% | -7.7% | -8.7% |
| 6M | -9.2% | +0.7% | -9.9% | -9.5% |
| YTD | -3.3% | +8.7% | -12.0% | -9.3% |
| 1Y | +0.8% | +10.9% | -10.0% | -6.9% |
| 3Y | +47.3% | +75.0% | -27.7% | -5.8% |
| All | +26.5% | +64.2% | -37.7% | -17.4% |
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