+245.1%
ICE vs SIMO
+404.2%
-159.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.8% |
| 7D | +1.0% | -8.2% | +9.2% | +1.3% |
| 30D | +11.4% | -34.6% | +46.0% | +13.3% |
| 3M | +16.2% | -32.6% | +48.8% | +17.5% |
| 6M | +12.5% | -31.8% | +44.3% | +12.3% |
| YTD | +8.6% | +87.6% | -79.1% | -2.4% |
| 1Y | +18.4% | +86.7% | -68.3% | +6.3% |
| 3Y | +66.4% | +227.4% | -161.0% | +37.7% |
| 5Y | +37.2% | +173.0% | -135.8% | +12.6% |
| All | +245.1% | +404.2% | -159.1% | +148.9% |
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