+244.8%
ICE vs CB
+246.2%
-1.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +1.0% | -1.5% | +2.5% | +1.7% |
| 30D | +11.4% | +6.5% | +4.9% | +8.6% |
| 3M | +16.2% | +4.1% | +12.1% | +14.3% |
| 6M | +12.5% | +14.4% | -1.9% | +6.1% |
| YTD | +8.6% | +17.5% | -8.9% | +1.0% |
| 1Y | +18.4% | +27.5% | -9.2% | +6.3% |
| 3Y | +66.4% | +71.6% | -5.2% | +30.3% |
| 5Y | +37.2% | +100.6% | -63.4% | -1.0% |
| 10Y | +244.8% | +243.0% | +1.8% | +82.5% |
| All | +244.8% | +246.2% | -1.3% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling