+389.8%
ICE vs ALLY
+98.1%
+291.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | +12.9% | +3.1% | +9.8% | +12.1% |
| 3M | +15.4% | -12.6% | +28.0% | +18.7% |
| 6M | +13.1% | -12.4% | +25.5% | +15.9% |
| YTD | +7.5% | -13.2% | +20.6% | +10.0% |
| 1Y | +18.3% | +1.8% | +16.5% | +17.0% |
| 3Y | +65.9% | +58.0% | +7.9% | +45.4% |
| 5Y | +35.2% | -8.4% | +43.6% | +29.4% |
| 10Y | +266.7% | +195.3% | +71.5% | +149.1% |
| All | +389.8% | +98.1% | +291.8% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling