+42.5%
ICE vs SPG
+112.2%
-69.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +5.0% | -4.9% | +9.9% | +6.6% |
| 3M | +13.9% | +3.3% | +10.6% | +12.6% |
| 6M | -4.4% | +11.2% | -15.6% | -7.9% |
| YTD | -1.9% | +17.1% | -19.0% | -7.1% |
| 1Y | -8.1% | +21.6% | -29.7% | -14.0% |
| 3Y | +42.5% | +111.9% | -69.4% | +10.9% |
| All | +42.5% | +112.2% | -69.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling