+528.6%
ICE vs CAPR
-99.1%
+627.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | +7.6% | +139.2% | -131.6% | +7.1% |
| 3M | +13.9% | -66.4% | +80.3% | +14.2% |
| 6M | -2.4% | -63.1% | +60.8% | -2.2% |
| YTD | +0.3% | -67.4% | +67.7% | +0.4% |
| 1Y | -6.4% | +58.2% | -64.7% | -8.3% |
| 3Y | +43.1% | +42.2% | +0.9% | +39.4% |
| 5Y | +42.1% | +87.3% | -45.1% | +37.8% |
| 10Y | +220.9% | -75.3% | +296.2% | +207.5% |
| All | +528.6% | -99.1% | +627.7% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling