+214.9%
ICE vs CG
+324.5%
-109.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | -0.9% | -6.4% | +5.6% | +0.9% |
| 30D | +4.0% | -7.1% | +11.0% | +5.8% |
| 3M | +11.0% | -1.6% | +12.5% | +10.9% |
| 6M | -5.0% | -8.3% | +3.4% | -3.5% |
| YTD | -2.7% | -23.8% | +21.1% | +3.3% |
| 1Y | -8.6% | -28.7% | +20.1% | -1.6% |
| 3Y | +41.4% | +49.2% | -7.8% | +19.3% |
| 5Y | +39.9% | +5.5% | +34.3% | +25.3% |
| 10Y | +214.9% | +331.2% | -116.3% | +102.0% |
| All | +214.9% | +324.5% | -109.6% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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