+2,263.8%
ICE vs SIRI
-49.0%
+2,312.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.2% | +4.3% | -5.4% | -1.8% |
| 30D | +5.0% | -2.8% | +7.8% | +5.3% |
| 3M | +13.9% | +5.9% | +8.0% | +12.8% |
| 6M | -4.4% | +31.9% | -36.3% | -8.4% |
| YTD | -1.9% | +48.7% | -50.6% | -7.7% |
| 1Y | -8.1% | +23.2% | -31.3% | -11.4% |
| 3Y | +42.5% | -23.9% | +66.4% | +42.2% |
| 5Y | +40.6% | -43.4% | +84.0% | +42.8% |
| 10Y | +217.1% | -13.6% | +230.7% | +199.6% |
| All | +2,263.8% | -49.0% | +2,312.8% | +2,170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling