+234.0%
GE vs ICE
+2,331.7%
-2,097.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.6% | +7.6% | -19.2% | -13.7% |
| 3M | +3.0% | +13.9% | -10.9% | -1.6% |
| 6M | -0.5% | -2.4% | +1.8% | -0.5% |
| YTD | +9.7% | +0.3% | +9.5% | +8.4% |
| 1Y | +20.0% | -6.4% | +26.5% | +21.0% |
| 3Y | +275.8% | +43.1% | +232.7% | +230.9% |
| 5Y | +429.1% | +42.1% | +387.0% | +362.9% |
| 10Y | +151.2% | +220.9% | -69.8% | +70.9% |
| All | +234.0% | +2,331.7% | -2,097.8% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling