+2,316.3%
ICE vs A
+640.0%
+1,676.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.7% | -1.9% | +1.3% | +0.3% |
| 30D | +7.6% | +6.9% | +0.7% | +3.8% |
| 3M | +13.9% | +9.2% | +4.7% | +8.1% |
| 6M | -2.4% | +25.7% | -28.0% | -15.2% |
| YTD | +0.3% | +11.5% | -11.3% | -7.7% |
| 1Y | -6.4% | +18.4% | -24.8% | -17.2% |
| 3Y | +43.1% | +26.6% | +16.5% | +15.4% |
| 5Y | +42.1% | -12.8% | +54.9% | +36.7% |
| 10Y | +220.9% | +247.2% | -26.3% | +26.9% |
| All | +2,316.3% | +640.0% | +1,676.3% | +368.0% |
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