+40.0%
ICE vs SPMO
+145.0%
-105.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | +3.0% | -0.7% | +3.7% | +3.2% |
| 3M | +11.4% | +2.8% | +8.6% | +8.4% |
| 6M | -2.0% | +24.4% | -26.5% | -13.9% |
| YTD | -3.1% | +24.2% | -27.3% | -14.8% |
| 1Y | -8.4% | +24.5% | -32.9% | -19.7% |
| 3Y | +40.7% | +155.6% | -114.8% | -24.4% |
| 5Y | +40.0% | +148.2% | -108.2% | -24.1% |
| All | +40.0% | +145.0% | -105.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling