+35.5%
ICE vs ALB
-61.7%
+97.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +2.0% | +9.1% | -7.0% | +1.4% |
| 30D | +12.9% | -3.4% | +16.3% | +13.1% |
| 3M | +15.4% | -20.6% | +36.0% | +17.0% |
| 6M | +13.1% | -48.2% | +61.3% | +18.0% |
| YTD | +7.5% | -29.2% | +36.7% | +8.8% |
| 1Y | +18.3% | +10.0% | +8.3% | +15.4% |
| 3Y | +65.9% | -12.9% | +78.8% | +59.6% |
| All | +35.5% | -61.7% | +97.3% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling