+45.0%
ICE vs ALK
-25.3%
+70.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +7.6% | -19.2% | +26.9% | +10.2% |
| 3M | +13.9% | -1.5% | +15.5% | +13.4% |
| 6M | -2.4% | -13.1% | +10.7% | -1.6% |
| YTD | +0.3% | -16.4% | +16.7% | +1.3% |
| 1Y | -6.4% | -33.1% | +26.7% | -2.9% |
| 3Y | +43.1% | +0.6% | +42.5% | +34.5% |
| All | +45.0% | -25.3% | +70.2% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling