+264.8%
ICE vs SM
+10.6%
+254.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +2.1% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +14.7% | -17.3% | +32.0% | +15.8% |
| 3M | +19.8% | -3.6% | +23.4% | +19.7% |
| 6M | +15.2% | +2.9% | +12.3% | +14.4% |
| YTD | +12.7% | +70.2% | -57.6% | +8.2% |
| 1Y | +20.4% | +66.5% | -46.1% | +15.7% |
| 3Y | +70.8% | -8.2% | +79.0% | +67.9% |
| 5Y | +43.9% | -1.5% | +45.4% | +39.0% |
| 10Y | +264.8% | +11.9% | +252.9% | +197.6% |
| All | +264.8% | +10.6% | +254.2% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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