+211.9%
ICE vs SM
+22.6%
+189.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.9% | -0.2% | -0.6% | -0.9% |
| 30D | +4.0% | +20.3% | -16.3% | +2.8% |
| 3M | +11.0% | +22.9% | -12.0% | +9.4% |
| 6M | -5.0% | +47.8% | -52.8% | -7.6% |
| YTD | -2.7% | +107.5% | -110.2% | -7.4% |
| 1Y | -8.6% | +51.7% | -60.4% | -11.6% |
| 3Y | +41.4% | -0.9% | +42.2% | +38.5% |
| 5Y | +39.9% | +112.2% | -72.4% | +30.0% |
| All | +211.9% | +22.6% | +189.3% | +150.5% |
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