+40.9%
ICE vs APA
+94.1%
-53.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +3.6% | +8.5% | -4.9% | +2.9% |
| 30D | +15.1% | +2.8% | +12.3% | +14.7% |
| 3M | +15.4% | +21.7% | -6.3% | +13.1% |
| 6M | +16.1% | +32.6% | -16.5% | +12.7% |
| YTD | +11.4% | +103.7% | -92.3% | +3.1% |
| 1Y | +18.5% | +101.8% | -83.3% | +9.7% |
| 3Y | +70.5% | +48.1% | +22.5% | +60.2% |
| All | +40.9% | +94.1% | -53.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling