+70.5%
ICE vs STT
+182.6%
-112.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.6% | +4.8% | -1.1% | +2.4% |
| 30D | +15.1% | +3.9% | +11.2% | +13.8% |
| 3M | +15.4% | -8.2% | +23.5% | +17.8% |
| 6M | +16.1% | +15.6% | +0.5% | +11.1% |
| YTD | +11.4% | +37.6% | -26.3% | +0.8% |
| 1Y | +18.5% | +50.1% | -31.7% | +4.5% |
| 3Y | +70.5% | +183.1% | -112.5% | +25.3% |
| All | +70.5% | +182.6% | -112.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling