+44.0%
ICE vs AS
+131.9%
-88.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | +3.2% | -3.0% | +6.3% | +3.5% |
| 30D | +14.7% | +9.6% | +5.2% | +13.9% |
| 3M | +19.8% | -8.2% | +28.0% | +20.4% |
| 6M | +15.2% | -9.9% | +25.1% | +15.9% |
| YTD | +12.7% | -16.8% | +29.4% | +13.7% |
| 1Y | +20.4% | +3.0% | +17.4% | +19.5% |
| All | +44.0% | +131.9% | -88.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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