+37.2%
ICE vs SPG
+81.6%
-44.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.3% |
| 7D | +1.0% | +5.1% | -4.1% | -0.8% |
| 30D | +11.4% | +16.8% | -5.4% | +5.5% |
| 3M | +16.2% | +5.7% | +10.5% | +13.9% |
| 6M | +12.5% | +17.8% | -5.3% | +5.9% |
| YTD | +8.6% | +30.1% | -21.5% | -1.7% |
| 1Y | +18.4% | +32.8% | -14.4% | +6.4% |
| 3Y | +66.4% | +137.2% | -70.8% | +18.0% |
| 5Y | +37.2% | +81.5% | -44.3% | +2.3% |
| All | +37.2% | +81.6% | -44.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling