+2,234.6%
ICE vs ALNY
+2,183.3%
+51.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +0.2% |
| 7D | -5.3% | -6.4% | +1.1% | -4.4% |
| 30D | +3.0% | +11.9% | -8.9% | +1.1% |
| 3M | +11.4% | -15.0% | +26.4% | +12.8% |
| 6M | -2.0% | -23.2% | +21.2% | +0.5% |
| YTD | -3.1% | -37.8% | +34.6% | +2.4% |
| 1Y | -8.4% | -47.3% | +38.9% | -0.9% |
| 3Y | +40.7% | +22.9% | +17.9% | +28.9% |
| 5Y | +40.0% | +30.6% | +9.4% | +21.7% |
| 10Y | +213.5% | +254.6% | -41.1% | +98.0% |
| All | +2,234.6% | +2,183.3% | +51.3% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling