+57.0%
ICE vs S
-48.9%
+105.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.3% |
| 7D | +1.0% | +1.6% | -0.5% | +0.8% |
| 30D | +11.4% | -10.5% | +21.9% | +12.3% |
| 3M | +16.2% | +9.9% | +6.3% | +14.5% |
| 6M | +12.5% | +41.8% | -29.3% | +7.8% |
| YTD | +8.6% | +56.8% | -48.2% | +2.6% |
| 1Y | +18.4% | +39.0% | -20.7% | +13.0% |
| 3Y | +66.4% | +53.8% | +12.6% | +53.6% |
| 5Y | +37.2% | -68.6% | +105.8% | +34.5% |
| All | +57.0% | -48.9% | +105.9% | +54.9% |
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