+2,316.3%
ICE vs ALL
+662.7%
+1,653.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | +7.6% | -1.5% | +9.1% | +8.3% |
| 3M | +13.9% | +23.6% | -9.7% | +0.1% |
| 6M | -2.4% | +22.3% | -24.7% | -14.0% |
| YTD | +0.3% | +26.5% | -26.3% | -13.9% |
| 1Y | -6.4% | +27.0% | -33.4% | -20.1% |
| 3Y | +43.1% | +149.6% | -106.5% | -21.2% |
| 5Y | +42.1% | +118.1% | -76.0% | -19.5% |
| 10Y | +220.9% | +369.0% | -148.0% | +2.9% |
| All | +2,316.3% | +662.7% | +1,653.5% | +399.9% |
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