-51.5%
ICLN vs SPY
+699.8%
-751.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | +1.1% | -2.0% | +3.1% | +3.5% |
| 30D | -2.1% | -1.7% | -0.4% | -0.2% |
| 3M | -10.0% | +4.7% | -14.8% | -14.5% |
| 6M | -2.1% | +12.5% | -14.6% | -14.0% |
| YTD | +8.8% | +11.7% | -3.0% | -3.6% |
| 1Y | +23.7% | +17.5% | +6.2% | +3.6% |
| 3Y | +20.7% | +76.6% | -55.9% | -39.4% |
| 5Y | -15.6% | +82.0% | -97.7% | -59.5% |
| 10Y | +124.0% | +317.1% | -193.1% | -63.2% |
| All | -51.5% | +699.8% | -751.3% | -96.7% |
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 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