+53.5%
ALAB vs ICE
+17.9%
+35.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.4% |
| 7D | +16.3% | +3.6% | +12.7% | +18.7% |
| 30D | -26.1% | +15.1% | -41.2% | -19.2% |
| 3M | -31.3% | +15.4% | -46.6% | -24.6% |
| 6M | -1.0% | +16.1% | -17.1% | +18.1% |
| YTD | +33.3% | +11.4% | +22.0% | +67.7% |
| 1Y | +53.5% | +18.5% | +35.1% | +87.4% |
| All | +53.5% | +17.9% | +35.6% | +87.4% |
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