+217.1%
ICE vs AR
+45.1%
+172.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.1% |
| 7D | -1.2% | -1.8% | +0.7% | -1.0% |
| 30D | +5.0% | +12.6% | -7.6% | +4.1% |
| 3M | +13.9% | +10.0% | +3.9% | +13.1% |
| 6M | -4.4% | +0.6% | -5.1% | -4.6% |
| YTD | -1.9% | +13.4% | -15.3% | -3.0% |
| 1Y | -8.1% | +21.7% | -29.8% | -9.7% |
| 3Y | +42.5% | +45.8% | -3.3% | +37.1% |
| 5Y | +40.6% | +144.3% | -103.6% | +30.4% |
| 10Y | +217.1% | +41.8% | +175.3% | +205.3% |
| All | +217.1% | +45.1% | +172.0% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling