+40.9%
ICE vs ALK
-31.3%
+72.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 7D | +3.6% | -1.2% | +4.8% | +3.7% |
| 30D | +15.1% | +7.7% | +7.4% | +13.9% |
| 3M | +15.4% | -19.0% | +34.4% | +17.9% |
| 6M | +16.1% | -0.2% | +16.3% | +14.8% |
| YTD | +11.4% | -23.5% | +34.9% | +13.4% |
| 1Y | +18.5% | -9.1% | +27.6% | +17.4% |
| 3Y | +70.5% | +12.0% | +58.5% | +54.1% |
| All | +40.9% | -31.3% | +72.3% | +39.3% |
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