+213.7%
ICE vs SU
+267.2%
-53.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -2.4% | +2.2% | -4.6% | -2.8% |
| 30D | +4.0% | +8.4% | -4.4% | +2.6% |
| 3M | +13.7% | +12.1% | +1.6% | +11.3% |
| 6M | +0.9% | +19.7% | -18.7% | -2.5% |
| YTD | -2.1% | +58.4% | -60.6% | -10.0% |
| 1Y | -9.5% | +67.2% | -76.7% | -17.6% |
| 3Y | +42.1% | +125.0% | -83.0% | +21.3% |
| 5Y | +41.4% | +355.1% | -313.7% | +4.1% |
| All | +213.7% | +267.2% | -53.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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