+249.7%
ICE vs STT
+198.3%
+51.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | +12.9% | -1.9% | +14.8% | +13.4% |
| 3M | +17.5% | -7.6% | +25.1% | +20.1% |
| 6M | +14.0% | +16.0% | -2.0% | +8.6% |
| YTD | +10.0% | +36.2% | -26.2% | -0.5% |
| 1Y | +19.5% | +46.8% | -27.3% | +5.7% |
| 3Y | +66.8% | +177.8% | -111.0% | +20.0% |
| 5Y | +40.3% | +105.8% | -65.5% | +7.0% |
| 10Y | +249.7% | +197.6% | +52.1% | +118.7% |
| All | +249.7% | +198.3% | +51.4% | +118.7% |
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