+20.6%
ICE vs STRL
-30.1%
+50.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -21.5% | +23.8% | +1.0% |
| 7D | +12.2% | -27.1% | +39.2% | +10.3% |
| 30D | +15.0% | -45.8% | +60.8% | +11.6% |
| 3M | +17.6% | -47.6% | +65.3% | +14.1% |
| 6M | +12.6% | -46.4% | +59.0% | +9.3% |
| YTD | +9.1% | -7.4% | +16.5% | +6.7% |
| 1Y | +20.6% | -25.9% | +46.4% | +18.1% |
| All | +20.6% | -30.1% | +50.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling