+40.0%
ICE vs SRE
+46.9%
-6.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -5.3% | -0.7% | -4.7% | -5.2% |
| 30D | +3.0% | -1.7% | +4.7% | +3.4% |
| 3M | +11.4% | -7.1% | +18.5% | +13.5% |
| 6M | -2.0% | -8.4% | +6.3% | 0.0% |
| YTD | -3.1% | -3.5% | +0.4% | -2.8% |
| 1Y | -8.4% | +5.4% | -13.8% | -10.6% |
| 3Y | +40.7% | +29.5% | +11.2% | +22.7% |
| 5Y | +40.0% | +48.3% | -8.4% | +19.2% |
| All | +40.0% | +46.9% | -6.9% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling