+355.8%
CIEN vs ICE
+40.5%
+315.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.6% |
| 7D | +15.3% | +3.6% | +11.6% | +14.5% |
| 30D | -22.0% | +15.1% | -37.1% | -24.7% |
| 3M | -36.6% | +15.4% | -52.0% | -39.2% |
| 6M | -51.5% | +16.1% | -67.6% | -53.3% |
| YTD | +20.0% | +11.4% | +8.6% | +15.7% |
| 1Y | +44.5% | +18.5% | +26.0% | +34.5% |
| 3Y | +539.0% | +70.5% | +468.5% | +360.9% |
| All | +355.8% | +40.5% | +315.3% | +250.5% |
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