+214.9%
ICE vs SPG
+59.6%
+155.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | +4.0% | -6.3% | +10.2% | +5.3% |
| 3M | +11.0% | -2.4% | +13.4% | +11.4% |
| 6M | -5.0% | +9.6% | -14.6% | -6.8% |
| YTD | -2.7% | +14.2% | -16.9% | -5.4% |
| 1Y | -8.6% | +19.3% | -27.9% | -11.9% |
| 3Y | +41.4% | +106.7% | -65.4% | +22.0% |
| 5Y | +39.9% | +104.2% | -64.4% | +19.9% |
| 10Y | +214.9% | +63.7% | +151.2% | +162.8% |
| All | +214.9% | +59.6% | +155.3% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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