+573.8%
ICE vs CAPR
-99.1%
+672.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| 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% | +16.0% |
| 3Y | +65.9% | +214.7% | -148.8% | +60.9% |
| 5Y | +35.2% | +141.3% | -106.1% | +31.0% |
| 10Y | +266.7% | -67.0% | +333.8% | +251.3% |
| All | +573.8% | -99.1% | +672.9% | +558.3% |
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