+114.4%
ICHR vs SPY
+14.6%
+99.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.7% | -9.4% | -13.6% |
| 7D | -21.8% | -0.7% | -21.0% | -19.8% |
| 30D | -46.8% | -1.0% | -45.7% | -44.2% |
| 3M | -52.7% | -0.3% | -52.4% | -51.5% |
| 6M | -51.6% | +7.3% | -59.0% | -60.9% |
| YTD | +82.9% | +13.3% | +69.6% | +25.1% |
| 1Y | +114.4% | +14.8% | +99.6% | +41.5% |
| All | +114.4% | +14.6% | +99.7% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling