+104.7%
CSCO vs ICE
+64.7%
+39.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.0% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | -16.7% | +11.4% | -28.1% | -17.6% |
| 3M | -18.4% | +16.2% | -34.6% | -19.9% |
| 6M | +2.9% | +12.5% | -9.5% | +2.3% |
| YTD | +30.4% | +8.6% | +21.9% | +29.8% |
| 1Y | +41.4% | +18.4% | +23.0% | +36.9% |
| 3Y | +104.7% | +66.4% | +38.2% | +87.8% |
| All | +104.7% | +64.7% | +39.9% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling