+70.5%
ICE vs SIMO
+221.6%
-151.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.2% |
| 7D | +3.6% | +4.1% | -0.5% | +3.7% |
| 30D | +15.1% | -24.0% | +39.1% | +14.5% |
| 3M | +15.4% | -31.8% | +47.1% | +14.6% |
| 6M | +16.1% | -36.9% | +53.0% | +15.0% |
| YTD | +11.4% | +84.8% | -73.5% | +4.7% |
| 1Y | +18.5% | +99.0% | -80.5% | +10.6% |
| 3Y | +70.5% | +217.9% | -147.4% | +38.5% |
| All | +70.5% | +221.6% | -151.1% | +38.5% |
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