+3,119.5%
ICLR vs SPY
+972.3%
+2,147.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.4% |
| 30D | +24.8% | -5.4% | +30.2% | +29.4% |
| 3M | +27.0% | -4.1% | +31.1% | +30.5% |
| 6M | +64.9% | +0.7% | +64.2% | +63.6% |
| YTD | +12.4% | +8.7% | +3.7% | +6.9% |
| 1Y | +28.0% | +10.9% | +17.1% | +20.2% |
| 3Y | -20.6% | +75.0% | -95.6% | -44.5% |
| 5Y | -23.0% | +67.8% | -90.8% | -44.1% |
| 10Y | +167.8% | +312.9% | -145.0% | +16.4% |
| All | +3,119.5% | +972.3% | +2,147.2% | +629.9% |
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 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