+4.4%
GOOGL vs ICE
+21.0%
-16.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.8% | +3.1% |
| 7D | -11.1% | +12.2% | -23.2% | -11.4% |
| 30D | -16.6% | +15.0% | -31.6% | -17.4% |
| 3M | -23.4% | +17.6% | -41.1% | -24.4% |
| 6M | -24.5% | +12.6% | -37.1% | -25.3% |
| YTD | -7.5% | +9.1% | -16.6% | -6.8% |
| 1Y | +4.4% | +20.6% | -16.2% | +6.2% |
| All | +4.4% | +21.0% | -16.6% | +6.2% |
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