+249.7%
ICE vs ALLY
+182.8%
+66.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.8% |
| 7D | +3.2% | -0.7% | +3.8% | +3.3% |
| 30D | +12.9% | +1.1% | +11.8% | +12.6% |
| 3M | +17.5% | -13.2% | +30.7% | +21.1% |
| 6M | +14.0% | -13.5% | +27.4% | +17.2% |
| YTD | +10.0% | -14.3% | +24.3% | +12.9% |
| 1Y | +19.5% | -1.1% | +20.7% | +18.9% |
| 3Y | +66.8% | +62.0% | +4.8% | +44.8% |
| 5Y | +40.3% | -9.6% | +50.0% | +34.7% |
| 10Y | +249.7% | +176.0% | +73.7% | +141.6% |
| All | +249.7% | +182.8% | +66.9% | +141.6% |
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