-99.9%
ICU vs SPY
+110.3%
-210.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -4.8% | +2.0% | -6.8% | -5.1% |
| 6M | +18.7% | +13.0% | +5.7% | +16.9% |
| YTD | +24.2% | +13.5% | +10.6% | +22.3% |
| 1Y | -63.6% | +20.0% | -83.6% | -64.3% |
| 3Y | -95.3% | +77.2% | -172.4% | -95.3% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| All | -99.9% | +110.3% | -210.1% | -99.9% |
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