-92.7%
ICU vs SPY
+76.5%
-169.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.5% | +5.1% |
| 7D | +7.6% | -0.4% | +8.0% | +7.7% |
| 30D | -16.0% | -1.4% | -14.6% | -15.9% |
| 3M | +11.5% | +3.7% | +7.8% | +11.0% |
| 6M | +17.4% | +13.0% | +4.4% | +17.2% |
| YTD | +29.2% | +12.4% | +16.8% | +29.0% |
| 1Y | -64.6% | +18.5% | -83.1% | -64.3% |
| All | -92.7% | +76.5% | -169.3% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling