+12.0%
SPY vs ICE
+18.5%
-6.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | +3.3% | +2.2% | +1.1% | +3.2% |
| 30D | -2.7% | +13.7% | -16.4% | -3.2% |
| 3M | -1.7% | +17.9% | -19.7% | -2.5% |
| 6M | +3.1% | +15.0% | -11.9% | +3.0% |
| YTD | +11.9% | +10.9% | +0.9% | +11.6% |
| 1Y | +12.0% | +17.0% | -5.0% | +9.9% |
| All | +12.0% | +18.5% | -6.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling