+151.2%
GE vs ICE
+258.3%
-107.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.8% |
| 7D | +5.1% | +2.2% | +2.9% | +4.1% |
| 30D | +7.6% | +13.7% | -6.2% | +1.2% |
| 3M | -9.3% | +17.9% | -27.2% | -16.3% |
| 6M | +11.5% | +15.0% | -3.4% | +3.7% |
| YTD | +7.9% | +10.9% | -3.1% | +0.8% |
| 1Y | +7.6% | +17.0% | -9.4% | -2.2% |
| 3Y | +265.9% | +68.2% | +197.7% | +174.0% |
| 5Y | +405.9% | +40.4% | +365.5% | +309.3% |
| All | +151.2% | +258.3% | -107.1% | +34.5% |
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 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