+150.5%
GOOGL vs ICE
+41.9%
+108.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.4% |
| 7D | +1.1% | -1.2% | +2.2% | +1.3% |
| 30D | -4.4% | +5.0% | -9.4% | -5.4% |
| 3M | -6.8% | +13.9% | -20.7% | -9.5% |
| 6M | +13.6% | -4.4% | +18.0% | +14.2% |
| YTD | +8.3% | -1.9% | +10.2% | +8.2% |
| 1Y | +44.9% | -8.1% | +53.1% | +47.6% |
| 3Y | +150.5% | +42.5% | +108.0% | +121.0% |
| All | +150.5% | +41.9% | +108.5% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling