+2,551.3%
ICE vs STZ
+625.4%
+1,925.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.2% | +5.3% | -2.2% | +1.1% |
| 30D | +12.9% | +19.6% | -6.7% | +5.4% |
| 3M | +17.5% | +10.0% | +7.6% | +13.0% |
| 6M | +14.0% | -0.3% | +14.2% | +13.2% |
| YTD | +10.0% | +8.6% | +1.4% | +4.3% |
| 1Y | +19.5% | +16.6% | +3.0% | +9.9% |
| 3Y | +66.8% | -34.8% | +101.6% | +88.1% |
| 5Y | +40.3% | -27.8% | +68.2% | +49.9% |
| 10Y | +249.7% | +12.5% | +237.2% | +186.3% |
| All | +2,551.3% | +625.4% | +1,925.9% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling