+2,244.9%
ICE vs BLK
+1,655.9%
+589.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | -0.9% | -2.7% | +1.8% | +0.7% |
| 30D | +4.0% | -4.8% | +8.7% | +6.8% |
| 3M | +11.0% | +6.5% | +4.5% | +6.7% |
| 6M | -5.0% | +13.2% | -18.1% | -12.3% |
| YTD | -2.7% | +1.8% | -4.5% | -5.2% |
| 1Y | -8.6% | -1.0% | -7.7% | -9.9% |
| 3Y | +41.4% | +66.0% | -24.6% | +0.5% |
| 5Y | +39.9% | +31.2% | +8.6% | +10.5% |
| 10Y | +214.9% | +278.5% | -63.6% | +21.5% |
| All | +2,244.9% | +1,655.9% | +589.0% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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