+2,316.3%
ICE vs SM
+28.1%
+2,288.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +7.6% | +26.3% | -18.7% | +4.3% |
| 3M | +13.9% | +8.7% | +5.3% | +12.1% |
| 6M | -2.4% | +51.7% | -54.0% | -8.6% |
| YTD | +0.3% | +99.0% | -98.8% | -9.7% |
| 1Y | -6.4% | +34.6% | -41.0% | -11.7% |
| 3Y | +43.1% | -7.8% | +50.9% | +38.0% |
| 5Y | +42.1% | +104.8% | -62.7% | +18.1% |
| 10Y | +220.9% | +7.2% | +213.7% | +116.0% |
| All | +2,316.3% | +28.1% | +2,288.2% | +630.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling