+17.0%
ICE vs CAPR
+65.7%
-48.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.7% | +7.2% | -1.5% |
| 7D | +2.2% | +19.1% | -16.9% | +2.2% |
| 30D | +13.7% | +48.8% | -35.1% | +13.7% |
| 3M | +17.9% | +144.4% | -126.5% | +17.9% |
| 6M | +15.0% | -67.5% | +82.5% | +15.1% |
| YTD | +10.9% | -64.5% | +75.5% | +11.1% |
| 1Y | +17.0% | +74.4% | -57.5% | +16.3% |
| All | +17.0% | +65.7% | -48.7% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling