+214.9%
ICE vs STZ
-13.0%
+227.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.9% | -6.0% | +5.2% | +0.8% |
| 30D | +4.0% | -8.9% | +12.8% | +6.5% |
| 3M | +11.0% | -12.6% | +23.5% | +14.8% |
| 6M | -5.0% | -17.2% | +12.3% | -0.7% |
| YTD | -2.7% | -10.0% | +7.3% | -1.4% |
| 1Y | -8.6% | -14.3% | +5.7% | -6.3% |
| 3Y | +41.4% | -49.9% | +91.3% | +68.2% |
| 5Y | +39.9% | -38.2% | +78.1% | +54.1% |
| 10Y | +214.9% | -12.0% | +226.9% | +206.0% |
| All | +214.9% | -13.0% | +227.9% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling