+2,489.8%
ICE vs SM
+5.2%
+2,484.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +2.0% | -25.9% | +27.9% | +5.7% |
| 30D | +12.9% | -15.1% | +28.0% | +14.9% |
| 3M | +15.4% | +4.9% | +10.6% | +14.0% |
| 6M | +13.1% | +6.1% | +7.0% | +10.8% |
| YTD | +7.5% | +63.4% | -56.0% | -1.2% |
| 1Y | +18.3% | +72.5% | -54.1% | +7.9% |
| 3Y | +65.9% | -16.9% | +82.8% | +61.6% |
| 5Y | +35.2% | -10.6% | +45.9% | +25.5% |
| 10Y | +266.7% | +11.3% | +255.5% | +140.1% |
| All | +2,489.8% | +5.2% | +2,484.6% | +699.6% |
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 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