+144.5%
IBM vs ICE
+215.5%
-71.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +3.6% | -0.9% | +4.4% | +3.9% |
| 30D | +1.5% | +4.0% | -2.4% | -0.2% |
| 3M | -12.9% | +11.0% | -23.9% | -16.9% |
| 6M | -3.9% | -5.0% | +1.0% | -2.3% |
| YTD | -17.3% | -2.7% | -14.6% | -16.7% |
| 1Y | -5.0% | -8.6% | +3.6% | -1.9% |
| 3Y | +78.2% | +41.4% | +36.9% | +51.9% |
| 5Y | +120.6% | +39.9% | +80.8% | +84.7% |
| 10Y | +144.5% | +214.9% | -70.4% | +50.0% |
| All | +144.5% | +215.5% | -71.0% | +50.0% |
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