+40.6%
ICE vs A
-14.2%
+54.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.5% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | +5.0% | +0.6% | +4.4% | +4.7% |
| 3M | +13.9% | +10.9% | +3.0% | +10.7% |
| 6M | -4.4% | +28.2% | -32.6% | -11.2% |
| YTD | -1.9% | +8.6% | -10.5% | -4.6% |
| 1Y | -8.1% | +15.5% | -23.6% | -12.6% |
| 3Y | +42.5% | +31.8% | +10.7% | +24.3% |
| 5Y | +40.6% | -14.9% | +55.5% | +44.6% |
| All | +40.6% | -14.2% | +54.9% | +44.6% |
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