+5.1%
SPGI vs ICE
+42.0%
-36.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.7% |
| 7D | -2.5% | -1.2% | -1.3% | -1.6% |
| 30D | +5.4% | +5.0% | +0.4% | +2.1% |
| 3M | +9.0% | +13.9% | -4.8% | -0.5% |
| 6M | +0.8% | -4.4% | +5.2% | +3.4% |
| YTD | -12.6% | -1.9% | -10.7% | -11.6% |
| 1Y | -16.1% | -8.1% | -8.0% | -11.5% |
| 3Y | +19.0% | +42.5% | -23.5% | -8.2% |
| 5Y | +5.1% | +40.6% | -35.6% | -19.1% |
| All | +5.1% | +42.0% | -36.9% | -19.1% |
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