+214.9%
ICE vs APD
+162.9%
+52.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.9% | -4.6% | +3.7% | +0.9% |
| 30D | +4.0% | -4.2% | +8.2% | +5.6% |
| 3M | +11.0% | +5.0% | +6.0% | +8.6% |
| 6M | -5.0% | +8.9% | -13.9% | -8.5% |
| YTD | -2.7% | +21.9% | -24.6% | -10.8% |
| 1Y | -8.6% | +5.6% | -14.2% | -11.7% |
| 3Y | +41.4% | +6.9% | +34.5% | +31.8% |
| 5Y | +39.9% | +25.3% | +14.5% | +18.5% |
| 10Y | +214.9% | +169.1% | +45.8% | +75.9% |
| All | +214.9% | +162.9% | +52.0% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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