+264.8%
ICE vs APA
+4.1%
+260.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.1% |
| 7D | +3.2% | +5.1% | -1.8% | +2.8% |
| 30D | +14.7% | +0.3% | +14.4% | +14.6% |
| 3M | +19.8% | +15.6% | +4.1% | +18.0% |
| 6M | +15.2% | +28.9% | -13.7% | +12.0% |
| YTD | +12.7% | +96.6% | -83.9% | +4.6% |
| 1Y | +20.4% | +95.5% | -75.1% | +11.8% |
| 3Y | +70.8% | +41.8% | +29.0% | +60.5% |
| 5Y | +43.9% | +85.4% | -41.5% | +29.2% |
| 10Y | +264.8% | +4.5% | +260.2% | +198.4% |
| All | +264.8% | +4.1% | +260.6% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling