-2.5%
IBM vs ICE
-7.2%
+4.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +0.3% | +7.6% | -7.3% | -3.4% |
| 3M | -21.6% | +13.9% | -35.5% | -26.7% |
| 6M | -4.7% | -2.4% | -2.3% | -3.1% |
| YTD | -19.1% | +0.3% | -19.3% | -17.7% |
| 1Y | -2.5% | -6.4% | +3.9% | -1.9% |
| All | -2.5% | -7.2% | +4.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling