+426.2%
ICE vs AR
-33.4%
+459.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +2.0% | -14.3% | +16.3% | +3.0% |
| 30D | +12.9% | +1.4% | +11.5% | +12.7% |
| 3M | +15.4% | +3.4% | +12.0% | +15.0% |
| 6M | +13.1% | -2.1% | +15.2% | +13.0% |
| YTD | +7.5% | +4.7% | +2.8% | +6.7% |
| 1Y | +18.3% | +10.6% | +7.8% | +17.0% |
| 3Y | +65.9% | +24.6% | +41.3% | +61.2% |
| 5Y | +35.2% | +71.9% | -36.7% | +27.5% |
| 10Y | +266.7% | +46.4% | +220.4% | +234.9% |
| All | +426.2% | -33.4% | +459.6% | +412.1% |
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