+462.7%
IBM vs ICE
+2,568.3%
-2,105.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.5% | +3.2% | -4.7% | -2.2% |
| 30D | +8.4% | +12.9% | -4.5% | +5.4% |
| 3M | +4.2% | +17.5% | -13.3% | +0.4% |
| 6M | +7.9% | +14.0% | -6.0% | +4.6% |
| YTD | -15.2% | +10.0% | -25.2% | -17.1% |
| 1Y | -18.7% | +19.5% | -38.3% | -22.0% |
| 3Y | +79.2% | +66.8% | +12.4% | +59.6% |
| 5Y | +144.7% | +40.3% | +104.4% | +124.1% |
| 10Y | +141.6% | +249.7% | -108.1% | +83.6% |
| All | +462.7% | +2,568.3% | -2,105.6% | +218.7% |
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