+1.3%
ICE vs SOLS
+17.1%
-15.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.7% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | +3.0% | +0.9% | +2.1% | +3.2% |
| 3M | +11.4% | -20.7% | +32.1% | +9.3% |
| 6M | -2.0% | -17.7% | +15.6% | -3.2% |
| YTD | -3.1% | +27.1% | -30.2% | -2.9% |
| All | +1.3% | +17.1% | -15.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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