+2,573.8%
ICE vs SPY
+800.7%
+1,773.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.1% |
| 7D | +2.2% | +3.3% | -1.1% | -1.5% |
| 30D | +13.7% | -2.7% | +16.4% | +16.6% |
| 3M | +17.9% | -1.7% | +19.7% | +19.5% |
| 6M | +15.0% | +3.1% | +11.9% | +9.7% |
| YTD | +10.9% | +11.9% | -0.9% | -4.1% |
| 1Y | +17.0% | +12.0% | +5.0% | +0.9% |
| 3Y | +68.2% | +78.2% | -10.0% | -19.0% |
| 5Y | +40.4% | +73.2% | -32.8% | -31.7% |
| 10Y | +259.3% | +309.6% | -50.4% | -47.6% |
| All | +2,573.8% | +800.7% | +1,773.1% | +39.5% |
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