+41.7%
ICE vs SITM
+187.3%
-145.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.8% |
| 7D | -2.4% | +3.9% | -6.2% | -2.6% |
| 30D | +4.0% | -6.6% | +10.6% | +4.2% |
| 3M | +13.7% | -11.9% | +25.5% | +13.7% |
| 6M | +0.9% | +81.1% | -80.2% | -4.0% |
| YTD | -2.1% | +80.0% | -82.1% | -7.2% |
| 1Y | -9.5% | +145.8% | -155.3% | -16.5% |
| 3Y | +42.1% | +475.9% | -433.8% | +17.6% |
| All | +41.7% | +187.3% | -145.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling