+42.5%
ICE vs SM
-2.8%
+45.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +5.0% | +31.5% | -26.6% | +3.4% |
| 3M | +13.9% | +17.3% | -3.5% | +12.6% |
| 6M | -4.4% | +48.5% | -52.9% | -7.1% |
| YTD | -1.9% | +106.3% | -108.2% | -6.9% |
| 1Y | -8.1% | +47.3% | -55.4% | -10.9% |
| 3Y | +42.5% | -1.4% | +43.9% | +36.9% |
| All | +42.5% | -2.8% | +45.3% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling