+264.9%
ICE vs ALB
+32.4%
+232.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +3.6% | -5.8% | +9.4% | +4.2% |
| 30D | +15.1% | -4.5% | +19.6% | +15.5% |
| 3M | +15.4% | -28.1% | +43.4% | +18.9% |
| 6M | +16.1% | -53.2% | +69.3% | +24.7% |
| YTD | +11.4% | -33.3% | +44.7% | +14.1% |
| 1Y | +18.5% | -17.4% | +35.9% | +18.4% |
| 3Y | +70.5% | -14.1% | +84.7% | +62.2% |
| 5Y | +40.9% | -64.0% | +105.0% | +48.8% |
| All | +264.9% | +32.4% | +232.5% | +195.7% |
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