+213.7%
ICE vs SRE
+122.3%
+91.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +4.0% | -3.0% | +7.0% | +4.9% |
| 3M | +13.7% | -8.3% | +22.0% | +16.5% |
| 6M | +0.9% | -8.9% | +9.9% | +3.5% |
| YTD | -2.1% | -4.3% | +2.1% | -1.4% |
| 1Y | -9.5% | +2.7% | -12.2% | -11.1% |
| 3Y | +42.1% | +28.7% | +13.4% | +25.8% |
| 5Y | +41.4% | +47.1% | -5.8% | +19.1% |
| All | +213.7% | +122.3% | +91.3% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling