+2,489.8%
ICE vs SIMO
+1,458.5%
+1,031.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -1.6% |
| 7D | +2.0% | -22.0% | +24.0% | +5.3% |
| 30D | +12.9% | -43.0% | +55.9% | +21.1% |
| 3M | +15.4% | -39.1% | +54.6% | +21.3% |
| 6M | +13.1% | -33.3% | +46.4% | +14.2% |
| YTD | +7.5% | +77.0% | -69.5% | -10.9% |
| 1Y | +18.3% | +73.0% | -54.7% | -1.7% |
| 3Y | +65.9% | +215.7% | -149.8% | +19.9% |
| 5Y | +35.2% | +155.6% | -120.4% | -2.9% |
| 10Y | +266.7% | +388.4% | -121.6% | +115.8% |
| All | +2,489.8% | +1,458.5% | +1,031.3% | +663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling