+259.6%
ICE vs ALK
-41.7%
+301.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +2.0% | +9.0% | -7.0% | +0.7% |
| 30D | +12.9% | -1.6% | +14.5% | +13.0% |
| 3M | +15.4% | -23.2% | +38.6% | +19.3% |
| 6M | +13.1% | -3.9% | +17.0% | +12.4% |
| YTD | +7.5% | -22.6% | +30.0% | +9.4% |
| 1Y | +18.3% | -5.3% | +23.7% | +16.6% |
| 3Y | +65.9% | +18.6% | +47.3% | +51.6% |
| 5Y | +35.2% | -34.4% | +69.6% | +34.3% |
| All | +259.6% | -41.7% | +301.3% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling