+20.6%
ICE vs CB
+34.9%
-14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +1.7% |
| 7D | +12.2% | +5.3% | +6.9% | +10.5% |
| 30D | +15.0% | +13.2% | +1.7% | +11.4% |
| 3M | +17.6% | +7.8% | +9.9% | +15.1% |
| 6M | +12.6% | +15.8% | -3.2% | +8.5% |
| YTD | +9.1% | +21.0% | -11.9% | +3.7% |
| 1Y | +20.6% | +32.2% | -11.6% | +9.8% |
| All | +20.6% | +34.9% | -14.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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