+40.9%
ICE vs ALLY
-10.0%
+50.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +3.6% | +0.4% | +3.3% | +3.5% |
| 30D | +15.1% | +5.2% | +9.8% | +13.9% |
| 3M | +15.4% | -13.3% | +28.7% | +18.4% |
| 6M | +16.1% | -6.7% | +22.8% | +17.3% |
| YTD | +11.4% | -12.8% | +24.2% | +13.6% |
| 1Y | +18.5% | +0.7% | +17.8% | +17.5% |
| 3Y | +70.5% | +65.2% | +5.3% | +49.6% |
| All | +40.9% | -10.0% | +50.9% | +34.7% |
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