+27.0%
ICHR vs SPY
+79.8%
-52.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.3% |
| 7D | +5.6% | -2.0% | +7.6% | +10.5% |
| 30D | -17.4% | -1.7% | -15.7% | -14.0% |
| 3M | -22.7% | +4.7% | -27.5% | -28.9% |
| 6M | +28.4% | +12.5% | +15.9% | +2.9% |
| YTD | +202.6% | +11.7% | +190.9% | +148.7% |
| 1Y | +237.4% | +17.5% | +219.9% | +157.9% |
| 3Y | +73.4% | +76.6% | -3.1% | -35.3% |
| 5Y | +27.0% | +82.0% | -55.0% | -50.1% |
| All | +27.0% | +79.8% | -52.8% | -50.1% |
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