+152.3%
ICLR vs SPY
+315.0%
-162.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.9% |
| 7D | +1.2% | +0.1% | +1.1% | +0.9% |
| 30D | +26.4% | -3.3% | +29.8% | +30.5% |
| 3M | +26.2% | -2.4% | +28.6% | +28.9% |
| 6M | +66.8% | +2.6% | +64.2% | +61.6% |
| YTD | +13.9% | +11.2% | +2.7% | +3.1% |
| 1Y | +30.4% | +13.4% | +17.1% | +16.0% |
| 3Y | -17.2% | +79.9% | -97.1% | -53.1% |
| 5Y | -24.3% | +72.2% | -96.5% | -55.1% |
| 10Y | +152.3% | +307.3% | -155.0% | -31.9% |
| All | +152.3% | +315.0% | -162.7% | -31.9% |
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