+45.3%
ICE vs ALL
+155.4%
-110.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | +7.6% | -1.5% | +9.1% | +7.9% |
| 3M | +13.9% | +23.6% | -9.7% | +7.5% |
| 6M | -2.4% | +22.3% | -24.7% | -7.7% |
| YTD | +0.3% | +26.5% | -26.3% | -6.3% |
| 1Y | -6.4% | +27.0% | -33.4% | -12.7% |
| All | +45.3% | +155.4% | -110.0% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling