+2,516.3%
ICE vs ALL
+645.7%
+1,870.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +1.0% | -3.9% | +4.9% | +3.3% |
| 30D | +11.4% | +10.6% | +0.8% | +5.1% |
| 3M | +16.2% | -4.6% | +20.7% | +18.9% |
| 6M | +12.5% | +20.2% | -7.7% | 0.0% |
| YTD | +8.6% | +23.7% | -15.1% | -5.8% |
| 1Y | +18.4% | +27.9% | -9.5% | +0.6% |
| 3Y | +66.4% | +109.2% | -42.7% | +2.0% |
| 5Y | +37.2% | +148.0% | -110.8% | -28.4% |
| 10Y | +244.8% | +363.8% | -118.9% | +11.0% |
| All | +2,516.3% | +645.7% | +1,870.5% | +447.1% |
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