+799.8%
SPY vs ICE
+2,591.0%
-1,791.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.1% |
| 7D | +3.3% | +2.2% | +1.1% | +2.6% |
| 30D | -2.7% | +13.7% | -16.4% | -6.4% |
| 3M | -1.7% | +17.9% | -19.7% | -6.6% |
| 6M | +3.1% | +15.0% | -11.9% | -1.6% |
| YTD | +11.9% | +10.9% | +0.9% | +7.4% |
| 1Y | +12.0% | +17.0% | -5.0% | +5.8% |
| 3Y | +78.2% | +68.2% | +10.0% | +50.7% |
| 5Y | +73.2% | +40.4% | +32.8% | +53.6% |
| 10Y | +309.6% | +259.3% | +50.4% | +180.6% |
| All | +799.8% | +2,591.0% | -1,791.2% | +307.7% |
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