+40.6%
ICE vs SITM
+423.6%
-383.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -5.3% | +4.8% | -10.2% | -5.4% |
| 30D | +3.0% | -9.7% | +12.7% | +3.2% |
| 3M | +11.4% | -9.3% | +20.8% | +11.3% |
| 6M | -2.0% | +69.5% | -71.6% | -4.8% |
| YTD | -3.1% | +70.5% | -73.7% | -6.1% |
| 1Y | -8.4% | +145.3% | -153.6% | -12.9% |
| All | +40.6% | +423.6% | -383.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling