+20.6%
ICE vs ALL
+42.7%
-22.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.5% |
| 7D | +12.2% | +7.5% | +4.6% | +10.0% |
| 30D | +15.0% | +19.7% | -4.8% | +10.1% |
| 3M | +17.6% | +2.9% | +14.7% | +16.3% |
| 6M | +12.6% | +23.5% | -10.9% | +7.3% |
| YTD | +9.1% | +31.1% | -22.0% | +3.0% |
| 1Y | +20.6% | +40.5% | -19.9% | +10.3% |
| All | +20.6% | +42.7% | -22.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling