+249.7%
ICE vs ALB
+34.3%
+215.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.6% | +1.7% |
| 7D | +3.2% | +5.3% | -2.1% | +2.6% |
| 30D | +12.9% | -6.3% | +19.2% | +13.5% |
| 3M | +17.5% | -27.4% | +44.9% | +21.0% |
| 6M | +14.0% | -53.1% | +67.1% | +22.4% |
| YTD | +10.0% | -32.3% | +42.3% | +12.6% |
| 1Y | +19.5% | -7.3% | +26.8% | +17.9% |
| 3Y | +66.8% | -14.9% | +81.7% | +58.9% |
| 5Y | +40.3% | -62.0% | +102.4% | +47.1% |
| 10Y | +249.7% | +33.0% | +216.7% | +176.6% |
| All | +249.7% | +34.3% | +215.4% | +176.6% |
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