+264.9%
ICE vs SRE
+127.7%
+137.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +3.6% | +1.8% | +1.9% | +3.0% |
| 30D | +15.1% | -3.0% | +18.1% | +16.1% |
| 3M | +15.4% | -7.3% | +22.6% | +17.8% |
| 6M | +16.1% | -11.9% | +28.0% | +20.4% |
| YTD | +11.4% | -7.9% | +19.2% | +13.4% |
| 1Y | +18.5% | -11.1% | +29.6% | +22.0% |
| 3Y | +70.5% | +24.8% | +45.7% | +51.9% |
| 5Y | +40.9% | +52.4% | -11.4% | +16.5% |
| All | +264.9% | +127.7% | +137.2% | +206.1% |
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