+2,234.6%
ICE vs SU
+333.0%
+1,901.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.3% | +1.7% | -7.0% | -5.8% |
| 30D | +3.0% | +9.6% | -6.6% | 0.0% |
| 3M | +11.4% | +11.7% | -0.3% | +7.3% |
| 6M | -2.0% | +21.9% | -24.0% | -8.8% |
| YTD | -3.1% | +58.6% | -61.8% | -17.2% |
| 1Y | -8.4% | +66.5% | -74.9% | -23.0% |
| 3Y | +40.7% | +121.4% | -80.7% | +5.0% |
| 5Y | +40.0% | +355.7% | -315.8% | -22.2% |
| 10Y | +213.5% | +264.2% | -50.7% | +62.5% |
| All | +2,234.6% | +333.0% | +1,901.6% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling