+40.3%
ICE vs SBAC
-40.1%
+80.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.2% |
| 7D | +3.2% | +3.6% | -0.5% | +2.1% |
| 30D | +12.9% | +4.9% | +8.0% | +11.3% |
| 3M | +17.5% | +6.5% | +11.1% | +15.2% |
| 6M | +14.0% | -11.1% | +25.1% | +17.4% |
| YTD | +10.0% | +0.9% | +9.1% | +8.0% |
| 1Y | +19.5% | -1.6% | +21.1% | +18.2% |
| 3Y | +66.8% | -7.0% | +73.7% | +65.0% |
| 5Y | +40.3% | -39.2% | +79.6% | +62.7% |
| All | +40.3% | -40.1% | +80.4% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling