+264.9%
ICE vs AR
+57.4%
+207.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.6% | +7.4% | -3.8% | +3.2% |
| 30D | +15.1% | +5.8% | +9.3% | +14.6% |
| 3M | +15.4% | +5.2% | +10.2% | +14.9% |
| 6M | +16.1% | +5.4% | +10.7% | +15.5% |
| YTD | +11.4% | +12.4% | -1.1% | +10.1% |
| 1Y | +18.5% | +12.8% | +5.6% | +17.0% |
| 3Y | +70.5% | +47.2% | +23.3% | +64.0% |
| 5Y | +40.9% | +101.1% | -60.2% | +32.0% |
| All | +264.9% | +57.4% | +207.5% | +253.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling