+45.0%
ICE vs ALLY
+1.6%
+43.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | +3.7% | -4.3% | -1.3% |
| 30D | +7.6% | -2.3% | +9.9% | +8.0% |
| 3M | +13.9% | +3.8% | +10.1% | +12.9% |
| 6M | -2.4% | +9.7% | -12.1% | -4.5% |
| YTD | +0.3% | -1.4% | +1.7% | 0.0% |
| 1Y | -6.4% | +8.2% | -14.7% | -8.5% |
| 3Y | +43.1% | +66.5% | -23.4% | +26.1% |
| All | +45.0% | +1.6% | +43.4% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling