+62.9%
ICE vs S
-48.3%
+111.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +14.7% | -7.3% | +22.0% | +15.2% |
| 3M | +19.8% | +5.9% | +13.9% | +18.5% |
| 6M | +15.2% | +45.6% | -30.4% | +10.2% |
| YTD | +12.7% | +58.5% | -45.9% | +6.4% |
| 1Y | +20.4% | +37.6% | -17.2% | +15.1% |
| 3Y | +70.8% | +51.7% | +19.1% | +57.8% |
| 5Y | +43.9% | -67.5% | +111.4% | +40.9% |
| All | +62.9% | -48.3% | +111.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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