+40.6%
ICE vs APA
+156.3%
-115.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | -1.2% | -1.7% | +0.5% | -1.0% |
| 30D | +5.0% | +15.7% | -10.8% | +3.5% |
| 3M | +13.9% | +16.5% | -2.6% | +12.1% |
| 6M | -4.4% | +35.1% | -39.5% | -7.5% |
| YTD | -1.9% | +82.2% | -84.1% | -8.1% |
| 1Y | -8.1% | +102.5% | -110.6% | -15.1% |
| 3Y | +42.5% | +10.3% | +32.2% | +38.4% |
| 5Y | +40.6% | +166.1% | -125.5% | +24.6% |
| All | +40.6% | +156.3% | -115.7% | +24.6% |
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