+3,242.8%
GOOG vs ICE
+2,260.0%
+982.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -7.7% | +4.0% | -11.6% | -8.8% |
| 3M | -9.3% | +11.0% | -20.3% | -12.4% |
| 6M | +7.4% | -5.0% | +12.4% | +8.6% |
| YTD | +4.9% | -2.7% | +7.6% | +5.0% |
| 1Y | +37.2% | -8.6% | +45.8% | +39.6% |
| 3Y | +141.6% | +41.4% | +100.3% | +113.7% |
| 5Y | +128.8% | +39.9% | +88.9% | +103.1% |
| 10Y | +772.7% | +214.9% | +557.8% | +517.1% |
| All | +3,242.8% | +2,260.0% | +982.8% | +1,331.9% |
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 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