+2,316.3%
ICE vs STT
+430.8%
+1,885.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.7% | +0.5% | -1.1% | -0.8% |
| 30D | +7.6% | +3.9% | +3.8% | +5.9% |
| 3M | +13.9% | +20.0% | -6.0% | +5.3% |
| 6M | -2.4% | +55.3% | -57.7% | -19.5% |
| YTD | +0.3% | +53.3% | -53.1% | -17.0% |
| 1Y | -6.4% | +74.7% | -81.1% | -26.8% |
| 3Y | +43.1% | +205.8% | -162.7% | -13.6% |
| 5Y | +42.1% | +145.0% | -102.9% | -10.3% |
| 10Y | +220.9% | +266.0% | -45.1% | +51.1% |
| All | +2,316.3% | +430.8% | +1,885.5% | +636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling