+6.0%
ICL vs SPY
+81.8%
-75.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.3% |
| 7D | +2.6% | +0.5% | +2.0% | +2.1% |
| 30D | +11.5% | -0.9% | +12.4% | +12.3% |
| 3M | +5.9% | +3.9% | +2.0% | +2.5% |
| 6M | +21.9% | +14.5% | +7.4% | +8.8% |
| YTD | +5.5% | +12.9% | -7.5% | -4.9% |
| 1Y | -1.3% | +19.4% | -20.7% | -14.9% |
| 3Y | +10.1% | +78.5% | -68.4% | -34.0% |
| 5Y | +6.0% | +81.8% | -75.8% | -36.7% |
| All | +6.0% | +81.8% | -75.8% | -36.7% |
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