+45.0%
ICE vs SIMO
+269.6%
-224.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -2.1% |
| 7D | -0.7% | +4.2% | -4.9% | -0.7% |
| 30D | +7.6% | +4.1% | +3.5% | +7.6% |
| 3M | +13.9% | -12.9% | +26.8% | +13.9% |
| 6M | -2.4% | +110.3% | -112.7% | -5.8% |
| YTD | +0.3% | +178.6% | -178.3% | -5.1% |
| 1Y | -6.4% | +220.0% | -226.4% | -12.4% |
| 3Y | +43.1% | +409.0% | -365.9% | +28.5% |
| All | +45.0% | +269.6% | -224.6% | +33.4% |
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