+20.4%
ICE vs A
+21.4%
-1.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +3.2% | -0.1% | +3.4% | +3.2% |
| 30D | +14.7% | +3.3% | +11.4% | +14.5% |
| 3M | +19.8% | +18.5% | +1.2% | +18.7% |
| 6M | +15.2% | +59.3% | -44.1% | +11.5% |
| YTD | +12.7% | +31.0% | -18.4% | +14.2% |
| 1Y | +20.4% | +19.3% | +1.1% | +25.8% |
| All | +20.4% | +21.4% | -1.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling