+436.8%
IBM vs ICE
+2,331.7%
-1,894.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | +7.6% | -7.3% | -1.4% |
| 3M | -21.6% | +13.9% | -35.5% | -23.9% |
| 6M | -4.7% | -2.4% | -2.3% | -4.4% |
| YTD | -19.1% | +0.3% | -19.3% | -19.2% |
| 1Y | -2.5% | -6.4% | +3.9% | -1.3% |
| 3Y | +74.2% | +43.1% | +31.1% | +60.5% |
| 5Y | +113.1% | +42.1% | +71.0% | +94.9% |
| 10Y | +133.5% | +220.9% | -87.4% | +81.1% |
| All | +436.8% | +2,331.7% | -1,894.9% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling