+2,263.8%
ICE vs SPYG
+1,167.2%
+1,096.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -1.2% | +1.2% | -2.3% | -2.3% |
| 30D | +5.0% | -1.6% | +6.5% | +6.6% |
| 3M | +13.9% | +3.4% | +10.5% | +8.9% |
| 6M | -4.4% | +18.9% | -23.3% | -21.6% |
| YTD | -1.9% | +13.8% | -15.7% | -16.1% |
| 1Y | -8.1% | +20.6% | -28.7% | -26.6% |
| 3Y | +42.5% | +100.5% | -58.0% | -38.4% |
| 5Y | +40.6% | +84.6% | -44.0% | -36.4% |
| 10Y | +217.1% | +410.8% | -193.7% | -66.3% |
| All | +2,263.8% | +1,167.2% | +1,096.7% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling