+244.8%
ICE vs STT
+211.9%
+33.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | +11.4% | -2.3% | +13.8% | +12.0% |
| 3M | +16.2% | -7.0% | +23.2% | +18.4% |
| 6M | +12.5% | +15.5% | -3.0% | +7.3% |
| YTD | +8.6% | +35.6% | -27.0% | -1.7% |
| 1Y | +18.4% | +47.9% | -29.5% | +4.4% |
| 3Y | +66.4% | +181.1% | -114.7% | +19.4% |
| 5Y | +37.2% | +108.2% | -71.0% | +4.2% |
| 10Y | +244.8% | +201.0% | +43.8% | +114.8% |
| All | +244.8% | +211.9% | +33.0% | +114.8% |
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