+1,204.5%
SPGI vs ICE
+2,331.7%
-1,127.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +8.4% | +7.6% | +0.8% | +5.5% |
| 3M | +11.8% | +13.9% | -2.1% | +6.5% |
| 6M | +5.7% | -2.4% | +8.1% | +6.6% |
| YTD | -9.7% | +0.3% | -9.9% | -9.7% |
| 1Y | -12.5% | -6.4% | -6.0% | -10.2% |
| 3Y | +21.8% | +43.1% | -21.3% | +6.6% |
| 5Y | +8.2% | +42.1% | -33.9% | -5.1% |
| 10Y | +309.5% | +220.9% | +88.6% | +178.0% |
| All | +1,204.5% | +2,331.7% | -1,127.3% | +452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling