+141.6%
IBM vs ICE
+245.5%
-104.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -1.5% | +3.2% | -4.7% | -2.8% |
| 30D | +8.4% | +12.9% | -4.5% | +2.8% |
| 3M | +4.2% | +17.5% | -13.3% | -3.0% |
| 6M | +7.9% | +14.0% | -6.0% | +1.5% |
| YTD | -15.2% | +10.0% | -25.2% | -19.0% |
| 1Y | -18.7% | +19.5% | -38.3% | -25.0% |
| 3Y | +79.2% | +66.8% | +12.4% | +42.0% |
| 5Y | +144.7% | +40.3% | +104.4% | +106.1% |
| 10Y | +141.6% | +249.7% | -108.1% | +35.1% |
| All | +141.6% | +245.5% | -104.0% | +35.1% |
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