+2,316.3%
ICE vs STRL
+2,266.2%
+50.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.8% | -3.0% |
| 7D | -0.7% | +3.4% | -4.1% | -1.3% |
| 30D | +7.6% | -9.2% | +16.9% | +9.1% |
| 3M | +13.9% | -51.0% | +65.0% | +26.2% |
| 6M | -2.4% | +15.8% | -18.1% | -11.6% |
| YTD | +0.3% | +58.9% | -58.6% | -15.5% |
| 1Y | -6.4% | +68.5% | -74.9% | -23.5% |
| 3Y | +43.1% | +485.2% | -442.1% | -16.5% |
| 5Y | +42.1% | +2,005.1% | -1,963.0% | -40.3% |
| 10Y | +220.9% | +7,118.0% | -6,897.0% | -15.7% |
| All | +2,316.3% | +2,266.2% | +50.1% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling