+231.1%
HOOD vs ICE
+39.4%
+191.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.0% |
| 7D | +7.7% | -0.9% | +8.6% | +9.1% |
| 30D | +22.0% | +4.0% | +18.0% | +18.4% |
| 3M | +37.6% | +11.0% | +26.7% | +24.1% |
| 6M | +45.3% | -5.0% | +50.2% | +51.1% |
| YTD | +1.9% | -2.7% | +4.6% | +3.2% |
| 1Y | -2.7% | -8.6% | +5.9% | +4.4% |
| 3Y | +973.4% | +41.4% | +932.0% | +664.5% |
| 5Y | +179.3% | +39.9% | +139.4% | +89.6% |
| All | +231.1% | +39.4% | +191.6% | +128.2% |
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