+41.7%
ICE vs ALNY
+30.5%
+11.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.4% | -6.5% | +4.2% | -1.8% |
| 30D | +4.0% | +11.0% | -7.0% | +3.0% |
| 3M | +13.7% | -14.1% | +27.7% | +14.4% |
| 6M | +0.9% | -22.4% | +23.3% | +2.4% |
| YTD | -2.1% | -37.5% | +35.3% | +1.1% |
| 1Y | -9.5% | -46.9% | +37.4% | -5.2% |
| 3Y | +42.1% | +22.1% | +20.0% | +35.0% |
| All | +41.7% | +30.5% | +11.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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