+81.7%
ICE vs SITM
+4,789.7%
-4,708.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.6% |
| 7D | -2.4% | +3.9% | -6.2% | -2.7% |
| 30D | +4.0% | -6.6% | +10.6% | +4.3% |
| 3M | +13.7% | -11.9% | +25.5% | +13.6% |
| 6M | +0.9% | +81.1% | -80.2% | -5.8% |
| YTD | -2.1% | +80.0% | -82.1% | -9.1% |
| 1Y | -9.5% | +145.8% | -155.3% | -18.9% |
| 3Y | +42.1% | +475.9% | -433.8% | +11.1% |
| 5Y | +41.4% | +189.2% | -147.8% | +10.8% |
| All | +81.7% | +4,789.7% | -4,708.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling