+2,489.8%
ICE vs SUI
+1,177.4%
+1,312.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | +2.0% | +6.2% | -4.2% | -1.1% |
| 30D | +12.9% | +8.6% | +4.3% | +8.2% |
| 3M | +15.4% | +1.0% | +14.4% | +14.5% |
| 6M | +13.1% | -2.6% | +15.7% | +14.1% |
| YTD | +7.5% | -0.1% | +7.6% | +6.6% |
| 1Y | +18.3% | +0.5% | +17.9% | +17.0% |
| 3Y | +65.9% | +15.3% | +50.7% | +47.9% |
| 5Y | +35.2% | -26.1% | +61.4% | +48.3% |
| 10Y | +266.7% | +117.8% | +148.9% | +107.3% |
| All | +2,489.8% | +1,177.4% | +1,312.4% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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