+217.1%
ICE vs CAPR
-77.1%
+294.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.1% |
| 7D | -1.2% | -9.5% | +8.3% | -1.1% |
| 30D | +5.0% | +121.5% | -116.6% | +4.1% |
| 3M | +13.9% | -65.4% | +79.2% | +14.2% |
| 6M | -4.4% | -67.5% | +63.1% | -4.1% |
| YTD | -1.9% | -68.6% | +66.7% | -1.6% |
| 1Y | -8.1% | +42.7% | -50.8% | -11.1% |
| 3Y | +42.5% | +43.4% | -0.9% | +35.6% |
| 5Y | +40.6% | +86.0% | -45.4% | +32.6% |
| 10Y | +217.1% | -77.4% | +294.5% | +193.5% |
| All | +217.1% | -77.1% | +294.2% | +193.5% |
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