-64.5%
ICU vs SPY
+21.3%
-85.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | -0.2% |
| 7D | -6.1% | +0.3% | -6.4% | -6.4% |
| 30D | -8.8% | +0.2% | -9.0% | -9.2% |
| 3M | -11.3% | +2.8% | -14.1% | -14.5% |
| 6M | +13.7% | +14.3% | -0.6% | +0.3% |
| YTD | +21.2% | +14.0% | +7.3% | +7.5% |
| All | -64.5% | +21.3% | -85.8% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling