+112.0%
IBM vs ICE
+42.0%
+70.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | -1.5% | +5.0% | -6.4% | -3.2% |
| 3M | -16.8% | +13.9% | -30.6% | -20.5% |
| 6M | -9.0% | -4.4% | -4.6% | -8.0% |
| YTD | -20.1% | -1.9% | -18.1% | -19.7% |
| 1Y | -7.0% | -8.1% | +1.1% | -4.9% |
| 3Y | +72.4% | +42.5% | +29.9% | +55.9% |
| 5Y | +112.0% | +40.6% | +71.3% | +88.0% |
| All | +112.0% | +42.0% | +70.0% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling