+39.9%
ICE vs SFM
+217.9%
-178.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | -0.9% | -7.2% | +6.3% | +0.2% |
| 30D | +4.0% | -14.3% | +18.3% | +6.1% |
| 3M | +11.0% | -13.7% | +24.7% | +12.9% |
| 6M | -5.0% | -6.0% | +1.1% | -4.8% |
| YTD | -2.7% | -8.2% | +5.5% | -2.4% |
| 1Y | -8.6% | -46.2% | +37.6% | -1.3% |
| 3Y | +41.4% | +83.6% | -42.2% | +18.8% |
| 5Y | +39.9% | +212.7% | -172.8% | +10.9% |
| All | +39.9% | +217.9% | -178.0% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling