+69.9%
ICE vs ALK
+14.9%
+55.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.1% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +13.7% | +3.3% | +10.4% | +13.3% |
| 3M | +17.9% | -17.6% | +35.5% | +19.3% |
| 6M | +15.0% | +0.8% | +14.1% | +13.9% |
| YTD | +10.9% | -22.4% | +33.3% | +12.3% |
| 1Y | +17.0% | -10.1% | +27.1% | +16.5% |
| All | +69.9% | +14.9% | +55.1% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling