+264.9%
ICE vs SFM
+140.2%
+124.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +3.6% | +6.0% | -2.4% | +2.9% |
| 30D | +15.1% | -19.5% | +34.5% | +17.5% |
| 3M | +15.4% | -37.0% | +52.4% | +21.5% |
| 6M | +16.1% | -41.0% | +57.1% | +23.0% |
| YTD | +11.4% | -34.6% | +46.0% | +15.8% |
| 1Y | +18.5% | -36.3% | +54.7% | +23.6% |
| 3Y | +70.5% | +24.5% | +46.0% | +56.8% |
| 5Y | +40.9% | +115.9% | -75.0% | +17.7% |
| All | +264.9% | +140.2% | +124.7% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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