+65.2%
ALAB vs ICE
-7.2%
+72.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.8% | +8.7% |
| 7D | +7.2% | -0.7% | +7.9% | +6.8% |
| 30D | -2.5% | +7.6% | -10.1% | +1.1% |
| 3M | -13.3% | +13.9% | -27.2% | -4.8% |
| 6M | +172.8% | -2.4% | +175.2% | +202.4% |
| YTD | +86.6% | +0.3% | +86.3% | +110.4% |
| 1Y | +65.2% | -6.4% | +71.6% | +90.1% |
| All | +65.2% | -7.2% | +72.3% | +90.1% |
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 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