+217.1%
ICE vs SIMO
+515.6%
-298.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.3% | -2.5% |
| 7D | -1.2% | +14.6% | -15.8% | -1.9% |
| 30D | +5.0% | +6.2% | -1.2% | +4.4% |
| 3M | +13.9% | +3.6% | +10.3% | +12.5% |
| 6M | -4.4% | +130.8% | -135.2% | -12.7% |
| YTD | -1.9% | +195.8% | -197.7% | -13.1% |
| 1Y | -8.1% | +225.0% | -233.1% | -19.7% |
| 3Y | +42.5% | +452.3% | -409.8% | +15.6% |
| 5Y | +40.6% | +303.6% | -263.0% | +15.0% |
| 10Y | +217.1% | +528.8% | -311.7% | +124.7% |
| All | +217.1% | +515.6% | -298.5% | +124.7% |
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