+37.2%
ICE vs A
+16.0%
+21.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | +1.0% | +4.8% | -3.7% | -0.1% |
| 30D | +11.4% | +5.6% | +5.8% | +9.8% |
| 3M | +16.2% | +23.6% | -7.4% | +10.0% |
| 6M | +12.5% | +56.4% | -43.9% | -0.3% |
| YTD | +8.6% | +33.4% | -24.8% | +0.3% |
| 1Y | +18.4% | +23.7% | -5.3% | +11.7% |
| 3Y | +66.4% | +71.0% | -4.6% | +35.0% |
| 5Y | +37.2% | +16.8% | +20.4% | +25.5% |
| All | +37.2% | +16.0% | +21.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling