+343.3%
SPGI vs ICE
+259.6%
+83.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +1.2% | +3.6% | -2.4% | -1.4% |
| 30D | +15.9% | +15.1% | +0.8% | +4.2% |
| 3M | +12.3% | +15.4% | -3.1% | +0.8% |
| 6M | +23.7% | +16.1% | +7.6% | +10.1% |
| YTD | -3.5% | +11.4% | -14.9% | -11.5% |
| 1Y | +0.4% | +18.5% | -18.0% | -12.1% |
| 3Y | +29.9% | +70.5% | -40.6% | -15.1% |
| 5Y | +15.2% | +40.9% | -25.7% | -13.7% |
| All | +343.3% | +259.6% | +83.7% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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