+2,489.8%
ICE vs ALL
+648.7%
+1,841.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +1.6% |
| 7D | +2.0% | -1.9% | +4.0% | +3.1% |
| 30D | +12.9% | +13.8% | -0.9% | +4.8% |
| 3M | +15.4% | -7.0% | +22.4% | +19.9% |
| 6M | +13.1% | +18.0% | -4.9% | +1.6% |
| YTD | +7.5% | +24.2% | -16.7% | -6.9% |
| 1Y | +18.3% | +31.2% | -12.8% | -0.9% |
| 3Y | +65.9% | +107.5% | -41.6% | +2.2% |
| 5Y | +35.2% | +144.8% | -109.6% | -28.9% |
| 10Y | +266.7% | +375.8% | -109.0% | +16.1% |
| All | +2,489.8% | +648.7% | +1,841.1% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling