+39.4%
GOOGL vs ICE
-9.0%
+48.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -2.8% | -5.3% | +2.5% | -2.2% |
| 30D | -3.2% | +3.0% | -6.2% | -3.4% |
| 3M | -6.6% | +11.4% | -18.0% | -7.9% |
| 6M | +8.5% | -2.0% | +10.5% | +7.9% |
| YTD | +6.5% | -3.1% | +9.6% | +7.1% |
| 1Y | +39.4% | -8.4% | +47.8% | +36.4% |
| All | +39.4% | -9.0% | +48.5% | +36.4% |
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