+41.7%
ICE vs SIRI
-41.5%
+83.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.4% | +0.6% | -2.9% | -2.4% |
| 30D | +4.0% | +2.5% | +1.5% | +3.7% |
| 3M | +13.7% | +6.6% | +7.1% | +12.9% |
| 6M | +0.9% | +32.9% | -31.9% | -1.8% |
| YTD | -2.1% | +50.5% | -52.6% | -6.0% |
| 1Y | -9.5% | +28.0% | -37.5% | -11.9% |
| 3Y | +42.1% | -22.4% | +64.5% | +41.8% |
| All | +41.7% | -41.5% | +83.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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