+217.1%
ICE vs ALLY
+178.4%
+38.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.5% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | +5.0% | -3.3% | +8.3% | +5.7% |
| 3M | +13.9% | +0.5% | +13.4% | +13.5% |
| 6M | -4.4% | +12.6% | -17.0% | -7.3% |
| YTD | -1.9% | -4.7% | +2.8% | -1.5% |
| 1Y | -8.1% | +5.2% | -13.3% | -9.9% |
| 3Y | +42.5% | +66.5% | -24.0% | +22.9% |
| 5Y | +40.6% | +0.2% | +40.4% | +31.6% |
| 10Y | +217.1% | +180.8% | +36.3% | +109.6% |
| All | +217.1% | +178.4% | +38.7% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling