+249.7%
ICE vs SIMO
+395.4%
-145.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.4% |
| 7D | +3.2% | -16.0% | +19.2% | +3.9% |
| 30D | +12.9% | -35.8% | +48.7% | +14.9% |
| 3M | +17.5% | -26.5% | +44.0% | +18.3% |
| 6M | +14.0% | -33.0% | +47.0% | +13.9% |
| YTD | +10.0% | +84.3% | -74.3% | -1.1% |
| 1Y | +19.5% | +82.0% | -62.4% | +7.5% |
| 3Y | +66.8% | +218.5% | -151.7% | +38.3% |
| 5Y | +40.3% | +175.0% | -134.7% | +14.8% |
| 10Y | +249.7% | +407.5% | -157.8% | +152.4% |
| All | +249.7% | +395.4% | -145.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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