+132.5%
GOOGL vs ICE
+39.3%
+93.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -7.5% | +4.0% | -11.4% | -9.1% |
| 3M | -9.2% | +11.0% | -20.1% | -13.8% |
| 6M | +8.1% | -5.0% | +13.0% | +10.1% |
| YTD | +5.8% | -2.7% | +8.5% | +6.0% |
| 1Y | +38.3% | -8.6% | +47.0% | +42.9% |
| 3Y | +144.8% | +41.4% | +103.4% | +86.5% |
| 5Y | +132.5% | +39.9% | +92.7% | +72.8% |
| All | +132.5% | +39.3% | +93.2% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling