+42.1%
ICE vs SU
+120.0%
-77.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | +4.0% | +8.4% | -4.4% | +3.1% |
| 3M | +13.7% | +12.1% | +1.6% | +12.0% |
| 6M | +0.9% | +19.7% | -18.7% | -1.3% |
| YTD | -2.1% | +58.4% | -60.6% | -7.4% |
| 1Y | -9.5% | +67.2% | -76.7% | -14.9% |
| 3Y | +42.1% | +125.0% | -83.0% | +29.9% |
| All | +42.1% | +120.0% | -77.9% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling