+45.3%
ICE vs SIMO
+432.2%
-386.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -1.9% |
| 7D | -0.7% | +4.2% | -4.9% | -0.6% |
| 30D | +7.6% | +4.1% | +3.5% | +7.7% |
| 3M | +13.9% | -12.9% | +26.8% | +13.8% |
| 6M | -2.4% | +110.3% | -112.7% | -5.5% |
| YTD | +0.3% | +178.6% | -178.3% | -5.4% |
| 1Y | -6.4% | +220.0% | -226.4% | -13.3% |
| All | +45.3% | +432.2% | -386.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling