+391.0%
ICE vs AR
-27.2%
+418.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | +7.6% | +14.8% | -7.2% | +6.6% |
| 3M | +13.9% | +6.2% | +7.7% | +13.4% |
| 6M | -2.4% | +4.3% | -6.6% | -2.8% |
| YTD | +0.3% | +14.4% | -14.1% | -0.9% |
| 1Y | -6.4% | +21.3% | -27.8% | -8.0% |
| 3Y | +43.1% | +39.8% | +3.3% | +38.1% |
| 5Y | +42.1% | +142.1% | -100.0% | +31.5% |
| 10Y | +220.9% | +52.0% | +168.9% | +192.5% |
| All | +391.0% | -27.2% | +418.2% | +375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling