-6.4%
ICE vs STZ
-10.2%
+3.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.7% | -1.9% | +1.3% | -0.6% |
| 30D | +7.6% | -1.9% | +9.5% | +7.7% |
| 3M | +13.9% | -6.2% | +20.2% | +14.1% |
| 6M | -2.4% | -14.0% | +11.7% | -2.4% |
| YTD | +0.3% | -5.1% | +5.4% | -1.8% |
| 1Y | -6.4% | -9.6% | +3.1% | -8.7% |
| All | -6.4% | -10.2% | +3.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling