+148.1%
ICLR vs SPY
+308.5%
-160.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -0.6% | +3.3% | -3.9% | -3.7% |
| 30D | +22.0% | -2.7% | +24.7% | +25.0% |
| 3M | +19.9% | -1.7% | +21.7% | +21.6% |
| 6M | +64.4% | +3.1% | +61.3% | +58.5% |
| YTD | +10.0% | +11.9% | -1.9% | -1.0% |
| 1Y | +22.7% | +12.0% | +10.7% | +10.4% |
| 3Y | -21.8% | +78.2% | -100.0% | -55.3% |
| 5Y | -29.8% | +73.2% | -103.0% | -58.6% |
| All | +148.1% | +308.5% | -160.4% | -32.1% |
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