+2,489.8%
ICE vs CB
+906.4%
+1,583.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.1% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +12.9% | +9.1% | +3.8% | +7.3% |
| 3M | +15.4% | +3.4% | +12.0% | +13.1% |
| 6M | +13.1% | +14.1% | -1.0% | +4.0% |
| YTD | +7.5% | +18.0% | -10.6% | -3.7% |
| 1Y | +18.3% | +30.1% | -11.8% | -0.1% |
| 3Y | +65.9% | +71.8% | -5.9% | +15.8% |
| 5Y | +35.2% | +101.8% | -66.6% | -16.7% |
| 10Y | +266.7% | +252.1% | +14.6% | +42.1% |
| All | +2,489.8% | +906.4% | +1,583.4% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling