+20.6%
ICE vs SPMO
+11.0%
+9.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.1% |
| 7D | +12.2% | -8.9% | +21.0% | +10.0% |
| 30D | +15.0% | -13.8% | +28.8% | +11.9% |
| 3M | +17.6% | -12.5% | +30.1% | +14.8% |
| 6M | +12.6% | -1.5% | +14.1% | +7.8% |
| YTD | +9.1% | +11.3% | -2.2% | +2.8% |
| 1Y | +20.6% | +11.5% | +9.1% | +13.7% |
| All | +20.6% | +11.0% | +9.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling