+3,329.3%
GOOGL vs ICE
+2,331.7%
+997.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -6.6% | +7.6% | -14.2% | -8.6% |
| 3M | -8.9% | +13.9% | -22.9% | -12.7% |
| 6M | +11.9% | -2.4% | +14.2% | +12.2% |
| YTD | +8.3% | +0.3% | +8.1% | +7.5% |
| 1Y | +46.2% | -6.4% | +52.6% | +47.7% |
| 3Y | +151.9% | +43.1% | +108.8% | +121.9% |
| 5Y | +137.7% | +42.1% | +95.6% | +110.0% |
| 10Y | +757.6% | +220.9% | +536.6% | +502.7% |
| All | +3,329.3% | +2,331.7% | +997.5% | +1,356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling