+264.9%
ICE vs CHD
+196.1%
+68.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.1% |
| 7D | +3.6% | +3.6% | 0.0% | +2.5% |
| 30D | +15.1% | +10.4% | +4.7% | +11.7% |
| 3M | +15.4% | +12.2% | +3.2% | +11.4% |
| 6M | +16.1% | +19.9% | -3.8% | +9.8% |
| YTD | +11.4% | +36.4% | -25.1% | +0.6% |
| 1Y | +18.5% | +35.1% | -16.7% | +7.3% |
| 3Y | +70.5% | +29.2% | +41.4% | +54.5% |
| 5Y | +40.9% | +33.4% | +7.5% | +24.6% |
| All | +264.9% | +196.1% | +68.8% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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