+692.8%
GOOGL vs ICE
+259.6%
+433.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | +3.9% | +3.6% | +0.2% | +2.0% |
| 30D | -14.9% | +15.1% | -30.0% | -21.2% |
| 3M | -14.6% | +15.4% | -29.9% | -21.1% |
| 6M | -26.4% | +16.1% | -42.6% | -32.6% |
| YTD | -5.3% | +11.4% | -16.7% | -12.2% |
| 1Y | +6.5% | +18.5% | -12.0% | -4.7% |
| 3Y | +126.0% | +70.5% | +55.5% | +58.6% |
| 5Y | +100.8% | +40.9% | +59.9% | +55.8% |
| All | +692.8% | +259.6% | +433.2% | +305.9% |
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 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