+495.4%
ICHR vs SPY
+296.9%
+198.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +4.3% |
| 7D | +12.4% | +0.5% | +11.8% | +11.0% |
| 30D | -14.9% | -0.9% | -13.9% | -13.1% |
| 3M | -12.9% | +3.9% | -16.7% | -17.7% |
| 6M | +45.4% | +14.5% | +30.8% | +15.6% |
| YTD | +215.6% | +12.9% | +202.7% | +160.5% |
| 1Y | +247.1% | +19.4% | +227.7% | +165.7% |
| 3Y | +80.9% | +78.5% | +2.4% | -28.2% |
| 5Y | +31.7% | +81.8% | -50.0% | -45.7% |
| All | +495.4% | +296.9% | +198.5% | -45.4% |
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 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