+147.8%
GE vs ICE
+217.4%
-69.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -2.8% | -5.3% | +2.5% | -0.3% |
| 30D | -11.9% | +3.0% | -14.9% | -13.3% |
| 3M | +1.8% | +11.4% | -9.6% | -3.9% |
| 6M | -0.6% | -2.0% | +1.4% | -0.6% |
| YTD | +5.5% | -3.1% | +8.6% | +5.3% |
| 1Y | +15.0% | -8.4% | +23.3% | +17.6% |
| 3Y | +269.5% | +40.7% | +228.8% | +202.4% |
| 5Y | +422.4% | +40.0% | +382.5% | +319.7% |
| All | +147.8% | +217.4% | -69.5% | +43.9% |
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