+2,244.9%
ICE vs AU
+235.0%
+2,009.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | +4.0% | +12.3% | -8.3% | +2.3% |
| 3M | +11.0% | +29.4% | -18.4% | +7.0% |
| 6M | -5.0% | +3.2% | -8.2% | -6.4% |
| YTD | -2.7% | +31.8% | -34.5% | -7.7% |
| 1Y | -8.6% | +83.4% | -92.0% | -17.5% |
| 3Y | +41.4% | +623.1% | -581.7% | +3.4% |
| 5Y | +39.9% | +700.5% | -660.7% | -1.6% |
| 10Y | +214.9% | +717.6% | -502.7% | +100.8% |
| All | +2,244.9% | +235.0% | +2,009.9% | +1,227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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