+2,614.9%
ICE vs A
+769.3%
+1,845.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +3.2% | -0.1% | +3.4% | +3.2% |
| 30D | +14.7% | +3.3% | +11.4% | +12.4% |
| 3M | +19.8% | +18.5% | +1.2% | +9.0% |
| 6M | +15.2% | +59.3% | -44.1% | -11.3% |
| YTD | +12.7% | +31.0% | -18.4% | -5.0% |
| 1Y | +20.4% | +19.3% | +1.1% | +6.3% |
| 3Y | +70.8% | +66.8% | +4.0% | +18.7% |
| 5Y | +43.9% | +15.5% | +28.4% | +18.5% |
| 10Y | +264.8% | +312.3% | -47.6% | +31.8% |
| All | +2,614.9% | +769.3% | +1,845.6% | +381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling