+20.6%
ICE vs ABCL
+138.2%
-117.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.4% |
| 7D | +12.2% | -10.0% | +22.1% | +11.9% |
| 30D | +15.0% | -10.9% | +25.9% | +14.8% |
| 3M | +17.6% | +101.6% | -84.0% | +19.3% |
| 6M | +12.6% | +167.5% | -154.9% | +14.0% |
| YTD | +9.1% | +259.1% | -249.9% | +9.3% |
| 1Y | +20.6% | +152.2% | -131.6% | +23.6% |
| All | +20.6% | +138.2% | -117.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling