+11.7%
SPGI vs ICE
+34.9%
-23.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | +0.3% | +2.0% | -1.8% | -1.1% |
| 30D | +18.4% | +12.9% | +5.5% | +8.8% |
| 3M | +15.7% | +15.4% | +0.3% | +4.8% |
| 6M | +17.3% | +13.1% | +4.2% | +7.2% |
| YTD | -4.7% | +7.5% | -12.2% | -9.7% |
| 1Y | +1.8% | +18.3% | -16.5% | -9.7% |
| 3Y | +31.7% | +65.9% | -34.2% | -8.8% |
| All | +11.7% | +34.9% | -23.1% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling