+40.6%
ICE vs SPY
+81.8%
-41.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | +5.0% | -0.9% | +5.9% | +5.6% |
| 3M | +13.9% | +3.9% | +10.0% | +10.9% |
| 6M | -4.4% | +14.5% | -18.9% | -12.9% |
| YTD | -1.9% | +12.9% | -14.8% | -9.8% |
| 1Y | -8.1% | +19.4% | -27.5% | -18.7% |
| 3Y | +42.5% | +78.5% | -36.0% | -8.2% |
| 5Y | +40.6% | +81.8% | -41.1% | -12.1% |
| All | +40.6% | +81.8% | -41.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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