-8.6%
ICE vs ALL
+28.9%
-37.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | -2.2% | +1.4% | -0.3% |
| 30D | +4.0% | -5.6% | +9.5% | +5.3% |
| 3M | +11.0% | +17.2% | -6.3% | +6.8% |
| 6M | -5.0% | +23.2% | -28.2% | -9.7% |
| YTD | -2.7% | +23.6% | -26.3% | -7.6% |
| 1Y | -8.6% | +29.2% | -37.8% | -15.8% |
| All | -8.6% | +28.9% | -37.5% | -15.8% |
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