+214.9%
ICE vs STT
+262.1%
-47.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +1.0% | -1.8% | -1.1% |
| 30D | +4.0% | +2.8% | +1.2% | +3.1% |
| 3M | +11.0% | +18.1% | -7.2% | +5.4% |
| 6M | -5.0% | +59.2% | -64.2% | -17.8% |
| YTD | -2.7% | +51.5% | -54.2% | -14.6% |
| 1Y | -8.6% | +75.7% | -84.3% | -23.4% |
| 3Y | +41.4% | +200.8% | -159.4% | -0.7% |
| 5Y | +39.9% | +155.8% | -115.9% | -0.3% |
| 10Y | +214.9% | +266.4% | -51.5% | +80.7% |
| All | +214.9% | +262.1% | -47.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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