+41.7%
ICE vs SCHG
+84.3%
-42.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -1.9% |
| 30D | +4.0% | -1.3% | +5.3% | +4.6% |
| 3M | +13.7% | +5.4% | +8.2% | +10.9% |
| 6M | +0.9% | +14.4% | -13.5% | -5.4% |
| YTD | -2.1% | +8.0% | -10.2% | -5.8% |
| 1Y | -9.5% | +12.7% | -22.2% | -14.9% |
| 3Y | +42.1% | +85.6% | -43.5% | +0.8% |
| All | +41.7% | +84.3% | -42.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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