+245.1%
ICE vs ALB
+40.2%
+204.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +1.0% | +9.5% | -8.4% | +0.1% |
| 30D | +11.4% | -2.1% | +13.5% | +11.5% |
| 3M | +16.2% | -24.1% | +40.3% | +19.1% |
| 6M | +12.5% | -51.0% | +63.5% | +20.3% |
| YTD | +8.6% | -29.3% | +37.9% | +10.6% |
| 1Y | +18.4% | +3.2% | +15.2% | +15.4% |
| 3Y | +66.4% | -9.3% | +75.8% | +57.5% |
| 5Y | +37.2% | -61.6% | +98.8% | +44.0% |
| All | +245.1% | +40.2% | +204.8% | +171.9% |
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