+217.1%
ICE vs ALK
-38.6%
+255.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +5.0% | -18.5% | +23.4% | +7.9% |
| 3M | +13.9% | -3.6% | +17.4% | +13.7% |
| 6M | -4.4% | -3.7% | -0.7% | -5.2% |
| YTD | -1.9% | -19.0% | +17.1% | -0.5% |
| 1Y | -8.1% | -36.0% | +27.9% | -3.7% |
| 3Y | +42.5% | +2.3% | +40.2% | +34.0% |
| 5Y | +40.6% | -27.8% | +68.4% | +37.7% |
| 10Y | +217.1% | -39.0% | +256.1% | +187.0% |
| All | +217.1% | -38.6% | +255.7% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling