+139.3%
HOOD vs ICE
+55.6%
+83.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.1% |
| 7D | -0.6% | +1.0% | -1.6% | -1.5% |
| 30D | -23.6% | +11.4% | -35.0% | -31.0% |
| 3M | -10.7% | +16.2% | -26.9% | -22.0% |
| 6M | +8.2% | +12.5% | -4.3% | -3.8% |
| YTD | -26.3% | +8.6% | -34.9% | -32.8% |
| 1Y | -36.1% | +18.4% | -54.4% | -46.5% |
| 3Y | +950.7% | +66.4% | +884.3% | +541.2% |
| 5Y | +127.0% | +37.2% | +89.8% | +36.9% |
| All | +139.3% | +55.6% | +83.7% | +48.6% |
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