+330.5%
CSCO vs ICE
+258.7%
+71.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | -2.8% | +3.2% | -6.0% | -4.0% |
| 30D | -12.6% | +14.7% | -27.4% | -17.8% |
| 3M | -16.0% | +19.8% | -35.8% | -22.6% |
| 6M | +2.8% | +15.2% | -12.4% | -4.1% |
| YTD | +33.2% | +12.7% | +20.6% | +24.4% |
| 1Y | +43.1% | +20.4% | +22.7% | +29.3% |
| 3Y | +106.7% | +70.8% | +35.9% | +54.2% |
| 5Y | +103.6% | +43.9% | +59.6% | +63.4% |
| 10Y | +330.5% | +264.8% | +65.7% | +130.1% |
| All | +330.5% | +258.7% | +71.8% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling