+59.5%
ICE vs ABCL
-81.3%
+140.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | +7.6% | +93.1% | -85.5% | +5.2% |
| 3M | +13.9% | +79.4% | -65.5% | +11.3% |
| 6M | -2.4% | +214.9% | -217.2% | -7.0% |
| YTD | +0.3% | +234.2% | -234.0% | -5.0% |
| 1Y | -6.4% | +174.8% | -181.2% | -11.0% |
| 3Y | +43.1% | +104.5% | -61.4% | +35.7% |
| 5Y | +42.1% | -39.0% | +81.1% | +37.4% |
| All | +59.5% | -81.3% | +140.8% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling