+214.9%
ICE vs ALB
+80.1%
+134.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -0.9% | -8.6% | +7.7% | 0.0% |
| 30D | +4.0% | -4.0% | +8.0% | +4.3% |
| 3M | +11.0% | -17.4% | +28.3% | +12.8% |
| 6M | -5.0% | -25.4% | +20.4% | -2.8% |
| YTD | -2.7% | -10.5% | +7.8% | -3.0% |
| 1Y | -8.6% | +75.8% | -84.5% | -16.2% |
| 3Y | +41.4% | -28.5% | +69.9% | +40.3% |
| 5Y | +39.9% | -45.1% | +85.0% | +40.7% |
| 10Y | +214.9% | +87.3% | +127.6% | +141.5% |
| All | +214.9% | +80.1% | +134.8% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling