+112.3%
ICLR vs SPY
+312.5%
-200.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.2% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -3.9% | -1.4% | -2.6% | -2.6% |
| 3M | +5.1% | +3.7% | +1.4% | +1.0% |
| 6M | +45.0% | +13.0% | +32.0% | +28.0% |
| YTD | -12.5% | +12.4% | -24.9% | -21.3% |
| 1Y | -5.6% | +18.5% | -24.1% | -19.4% |
| 3Y | -36.2% | +77.6% | -113.9% | -63.4% |
| 5Y | -38.4% | +81.7% | -120.1% | -65.1% |
| 10Y | +112.3% | +319.7% | -207.4% | -45.1% |
| All | +112.3% | +312.5% | -200.2% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling