+44.6%
GOOG vs ICE
-7.2%
+51.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -2.1% | -0.7% | -1.5% | -2.1% |
| 30D | -6.8% | +7.6% | -14.5% | -7.6% |
| 3M | -9.1% | +13.9% | -23.0% | -10.7% |
| 6M | +10.7% | -2.4% | +13.1% | +9.6% |
| YTD | +7.1% | +0.3% | +6.8% | +7.1% |
| 1Y | +44.6% | -6.4% | +51.0% | +41.5% |
| All | +44.6% | -7.2% | +51.8% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling