+2,516.3%
ICE vs SPY
+795.4%
+1,720.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -1.6% |
| 7D | +1.0% | +0.1% | +0.9% | +0.7% |
| 30D | +11.4% | -3.3% | +14.7% | +15.1% |
| 3M | +16.2% | -2.4% | +18.6% | +18.7% |
| 6M | +12.5% | +2.6% | +9.9% | +7.9% |
| YTD | +8.6% | +11.2% | -2.7% | -5.6% |
| 1Y | +18.4% | +13.4% | +5.0% | +0.6% |
| 3Y | +66.4% | +79.9% | -13.5% | -20.8% |
| 5Y | +37.2% | +72.2% | -35.0% | -32.8% |
| 10Y | +244.8% | +307.3% | -62.5% | -49.4% |
| All | +2,516.3% | +795.4% | +1,720.8% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling