+660.2%
ICE vs AMCR
+96.6%
+563.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -1.2% | -1.8% | +0.7% | -0.8% |
| 30D | +5.0% | -6.0% | +11.0% | +6.4% |
| 3M | +13.9% | +18.9% | -5.0% | +9.3% |
| 6M | -4.4% | +5.7% | -10.1% | -6.2% |
| YTD | -1.9% | +11.1% | -13.0% | -5.4% |
| 1Y | -8.1% | +12.7% | -20.8% | -11.8% |
| 3Y | +42.5% | +9.6% | +32.9% | +35.7% |
| 5Y | +40.6% | -10.3% | +51.0% | +40.3% |
| 10Y | +217.1% | +16.5% | +200.6% | +181.3% |
| All | +660.2% | +96.6% | +563.6% | +586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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