+740.7%
GOOGL vs ICE
+217.4%
+523.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.8% | -5.3% | +2.5% | -0.1% |
| 30D | -3.2% | +3.0% | -6.2% | -4.7% |
| 3M | -6.6% | +11.4% | -18.0% | -12.2% |
| 6M | +8.5% | -2.0% | +10.5% | +8.8% |
| YTD | +6.5% | -3.1% | +9.6% | +6.7% |
| 1Y | +39.4% | -8.4% | +47.8% | +43.4% |
| 3Y | +146.2% | +40.7% | +105.5% | +93.1% |
| 5Y | +138.3% | +40.0% | +98.4% | +85.6% |
| All | +740.7% | +217.4% | +523.3% | +381.0% |
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