+459.9%
IBM vs ICE
+2,506.4%
-2,046.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -5.0% | +2.0% | -7.0% | -5.4% |
| 30D | +11.1% | +12.9% | -1.8% | +8.1% |
| 3M | +5.7% | +15.4% | -9.7% | +2.3% |
| 6M | +10.1% | +13.1% | -3.0% | +6.9% |
| YTD | -15.6% | +7.5% | -23.1% | -17.1% |
| 1Y | -19.5% | +18.3% | -37.9% | -22.6% |
| 3Y | +80.4% | +65.9% | +14.5% | +60.9% |
| 5Y | +140.0% | +35.2% | +104.8% | +121.6% |
| 10Y | +155.0% | +266.7% | -111.8% | +92.3% |
| All | +459.9% | +2,506.4% | -2,046.5% | +218.8% |
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