+65.9%
ICE vs ALL
+105.5%
-39.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.3% |
| 7D | +2.0% | -1.9% | +4.0% | +2.6% |
| 30D | +12.9% | +13.8% | -0.9% | +9.1% |
| 3M | +15.4% | -7.0% | +22.4% | +17.5% |
| 6M | +13.1% | +18.0% | -4.9% | +7.8% |
| YTD | +7.5% | +24.2% | -16.7% | +0.9% |
| 1Y | +18.3% | +31.2% | -12.8% | +9.3% |
| 3Y | +65.9% | +107.5% | -41.6% | +36.8% |
| All | +65.9% | +105.5% | -39.6% | +36.8% |
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 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