+40.9%
ICE vs SIMO
+170.3%
-129.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.3% |
| 7D | +3.6% | +4.1% | -0.5% | +3.7% |
| 30D | +15.1% | -24.0% | +39.1% | +14.9% |
| 3M | +15.4% | -31.8% | +47.1% | +15.2% |
| 6M | +16.1% | -36.9% | +53.0% | +15.5% |
| YTD | +11.4% | +84.8% | -73.5% | +5.3% |
| 1Y | +18.5% | +99.0% | -80.5% | +11.5% |
| 3Y | +70.5% | +217.9% | -147.4% | +53.5% |
| All | +40.9% | +170.3% | -129.4% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling