+42.5%
ICE vs A
+29.5%
+13.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | +5.0% | +0.6% | +4.4% | +4.8% |
| 3M | +13.9% | +10.9% | +3.0% | +12.3% |
| 6M | -4.4% | +28.2% | -32.6% | -7.9% |
| YTD | -1.9% | +8.6% | -10.5% | -2.9% |
| 1Y | -8.1% | +15.5% | -23.6% | -10.1% |
| 3Y | +42.5% | +31.8% | +10.7% | +31.4% |
| All | +42.5% | +29.5% | +13.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling