+188.1%
ICL vs SPY
+846.5%
-658.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -1.3% | +3.3% | -4.6% | -3.4% |
| 30D | -7.8% | -2.7% | -5.1% | -6.4% |
| 3M | -15.2% | -1.7% | -13.5% | -14.5% |
| 6M | -26.7% | +3.1% | -29.8% | -28.3% |
| YTD | -17.4% | +11.9% | -29.3% | -23.4% |
| 1Y | -14.2% | +12.0% | -26.2% | -20.5% |
| 3Y | +3.0% | +78.2% | -75.2% | -29.0% |
| 5Y | -32.8% | +73.2% | -106.0% | -52.8% |
| 10Y | +79.6% | +309.6% | -230.0% | -22.4% |
| All | +188.1% | +846.5% | -658.4% | -20.5% |
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 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