+81.7%
SPY vs ICE
+39.3%
+42.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -1.4% | +4.0% | -5.3% | -3.0% |
| 3M | +3.7% | +11.0% | -7.3% | -1.0% |
| 6M | +13.0% | -5.0% | +18.0% | +15.0% |
| YTD | +12.4% | -2.7% | +15.1% | +12.5% |
| 1Y | +18.5% | -8.6% | +27.2% | +22.1% |
| 3Y | +77.6% | +41.4% | +36.3% | +44.0% |
| 5Y | +81.7% | +39.9% | +41.8% | +43.3% |
| All | +81.7% | +39.3% | +42.4% | +43.3% |
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 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