+263.5%
ICE vs CAPR
-63.2%
+326.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.7% | +7.2% | -1.4% |
| 7D | +2.2% | +19.1% | -16.9% | +2.0% |
| 30D | +13.7% | +48.8% | -35.1% | +13.3% |
| 3M | +17.9% | +144.4% | -126.5% | +16.8% |
| 6M | +15.0% | -67.5% | +82.5% | +15.3% |
| YTD | +10.9% | -64.5% | +75.5% | +11.1% |
| 1Y | +17.0% | +74.4% | -57.5% | +13.0% |
| 3Y | +68.2% | +265.7% | -197.5% | +58.3% |
| 5Y | +40.4% | +196.0% | -155.5% | +31.7% |
| All | +263.5% | -63.2% | +326.7% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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