+65.9%
ICE vs CAPR
+214.7%
-148.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -1.0% |
| 7D | +2.0% | +41.1% | -39.0% | +1.9% |
| 30D | +12.9% | +11.1% | +1.8% | +12.8% |
| 3M | +15.4% | +115.3% | -99.9% | +15.1% |
| 6M | +13.1% | -73.8% | +86.9% | +13.4% |
| YTD | +7.5% | -68.8% | +76.3% | +7.6% |
| 1Y | +18.3% | +43.3% | -25.0% | +16.1% |
| 3Y | +65.9% | +214.7% | -148.8% | +53.7% |
| All | +65.9% | +214.7% | -148.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling