+2,489.8%
ICE vs ALK
+412.5%
+2,077.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +2.0% | +9.0% | -7.0% | -0.2% |
| 30D | +12.9% | -1.6% | +14.5% | +13.0% |
| 3M | +15.4% | -23.2% | +38.6% | +22.3% |
| 6M | +13.1% | -3.9% | +17.0% | +11.9% |
| YTD | +7.5% | -22.6% | +30.0% | +10.4% |
| 1Y | +18.3% | -5.3% | +23.7% | +15.1% |
| 3Y | +65.9% | +18.6% | +47.3% | +42.9% |
| 5Y | +35.2% | -34.4% | +69.6% | +32.9% |
| 10Y | +266.7% | -40.8% | +307.5% | +222.7% |
| All | +2,489.8% | +412.5% | +2,077.4% | +701.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling