+37.4%
ICE vs AS
+134.9%
-97.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +2.0% | +6.9% | -4.9% | +1.5% |
| 30D | +12.9% | +16.0% | -3.1% | +11.7% |
| 3M | +15.4% | -12.8% | +28.3% | +16.4% |
| 6M | +13.1% | -15.4% | +28.5% | +14.2% |
| YTD | +7.5% | -15.7% | +23.2% | +8.3% |
| 1Y | +18.3% | +6.1% | +12.3% | +17.2% |
| All | +37.4% | +134.9% | -97.5% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling