+45.3%
ICE vs ALB
-29.2%
+74.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.9% |
| 7D | -0.7% | -8.1% | +7.4% | -0.4% |
| 30D | +7.6% | +6.3% | +1.4% | +7.4% |
| 3M | +13.9% | -23.6% | +37.5% | +15.0% |
| 6M | -2.4% | -24.6% | +22.3% | -1.5% |
| YTD | +0.3% | -10.3% | +10.5% | +0.2% |
| 1Y | -6.4% | +61.5% | -67.9% | -9.1% |
| All | +45.3% | -29.2% | +74.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling