+70.5%
ICE vs CAPR
+239.1%
-168.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.4% |
| 7D | +3.6% | +5.9% | -2.3% | +3.6% |
| 30D | +15.1% | +44.6% | -29.5% | +14.9% |
| 3M | +15.4% | +126.4% | -111.0% | +15.0% |
| 6M | +16.1% | -68.6% | +84.7% | +16.3% |
| YTD | +11.4% | -67.0% | +78.3% | +11.5% |
| 1Y | +18.5% | +65.2% | -46.7% | +16.1% |
| 3Y | +70.5% | +235.6% | -165.0% | +59.2% |
| All | +70.5% | +239.1% | -168.6% | +59.2% |
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