+142.9%
HOOD vs ICE
+61.4%
+81.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +2.0% |
| 7D | -3.2% | +3.2% | -6.5% | -5.8% |
| 30D | -22.6% | +14.7% | -37.3% | -31.8% |
| 3M | -10.4% | +19.8% | -30.2% | -23.7% |
| 6M | +4.7% | +15.2% | -10.5% | -8.7% |
| YTD | -25.2% | +12.7% | -37.9% | -33.9% |
| 1Y | -35.9% | +20.4% | -56.3% | -47.0% |
| 3Y | +927.7% | +70.8% | +856.9% | +514.3% |
| 5Y | +147.5% | +43.9% | +103.6% | +45.0% |
| All | +142.9% | +61.4% | +81.5% | +46.2% |
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