+45.3%
ICE vs AR
+46.7%
-1.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | +7.6% | +14.8% | -7.2% | +6.4% |
| 3M | +13.9% | +6.2% | +7.7% | +13.3% |
| 6M | -2.4% | +4.3% | -6.6% | -2.9% |
| YTD | +0.3% | +14.4% | -14.1% | -1.2% |
| 1Y | -6.4% | +21.3% | -27.8% | -8.6% |
| All | +45.3% | +46.7% | -1.4% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling