+264.8%
ICE vs SPG
+116.4%
+148.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | +2.7% | +0.5% | +2.7% |
| 30D | +14.7% | +16.6% | -1.8% | +11.3% |
| 3M | +19.8% | +8.1% | +11.7% | +18.0% |
| 6M | +15.2% | +19.3% | -4.1% | +11.2% |
| YTD | +12.7% | +31.1% | -18.4% | +6.6% |
| 1Y | +20.4% | +32.8% | -12.4% | +13.6% |
| 3Y | +70.8% | +135.8% | -65.0% | +43.7% |
| 5Y | +43.9% | +85.1% | -41.1% | +24.5% |
| 10Y | +264.8% | +115.9% | +148.8% | +190.2% |
| All | +264.8% | +116.4% | +148.4% | +190.2% |
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