+65.9%
ICE vs SIMO
+214.6%
-148.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -0.9% |
| 7D | +2.0% | -22.0% | +24.0% | +1.4% |
| 30D | +12.9% | -43.0% | +55.9% | +11.7% |
| 3M | +15.4% | -39.1% | +54.6% | +14.5% |
| 6M | +13.1% | -33.3% | +46.4% | +11.5% |
| YTD | +7.5% | +77.0% | -69.5% | +0.9% |
| 1Y | +18.3% | +73.0% | -54.7% | +11.2% |
| 3Y | +65.9% | +215.7% | -149.8% | +34.8% |
| All | +65.9% | +214.6% | -148.7% | +34.8% |
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