+509.1%
CIEN vs ICE
+39.3%
+469.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.6% | -0.9% | -3.7% | -4.6% |
| 30D | -12.8% | +4.0% | -16.8% | -14.2% |
| 3M | -23.1% | +11.0% | -34.0% | -26.3% |
| 6M | +6.1% | -5.0% | +11.1% | +8.3% |
| YTD | +44.5% | -2.7% | +47.2% | +44.2% |
| 1Y | +176.6% | -8.6% | +185.2% | +185.1% |
| 3Y | +601.0% | +41.4% | +559.6% | +445.5% |
| 5Y | +509.1% | +39.9% | +469.3% | +357.6% |
| All | +509.1% | +39.3% | +469.8% | +357.6% |
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