-34.2%
ICL vs SPY
+72.1%
-106.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | -3.4% | +2.6% | -6.0% | -5.5% |
| 30D | -9.4% | -2.0% | -7.4% | -8.2% |
| 3M | -15.3% | -2.8% | -12.5% | -13.6% |
| 6M | -32.5% | +2.1% | -34.6% | -33.9% |
| YTD | -18.7% | +11.5% | -30.2% | -26.1% |
| 1Y | -15.4% | +13.5% | -28.9% | -24.3% |
| 3Y | +5.5% | +77.7% | -72.2% | -36.7% |
| All | -34.2% | +72.1% | -106.3% | -58.9% |
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