+210.5%
ICE vs CHD
+125.6%
+84.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -5.3% | -4.7% | -0.6% | -4.0% |
| 30D | +3.0% | -8.3% | +11.3% | +5.6% |
| 3M | +11.4% | -4.0% | +15.5% | +12.6% |
| 6M | -2.0% | -6.5% | +4.5% | -0.4% |
| YTD | -3.1% | +13.1% | -16.2% | -7.3% |
| 1Y | -8.4% | +2.3% | -10.7% | -9.7% |
| 3Y | +40.7% | +1.8% | +38.9% | +37.2% |
| 5Y | +40.0% | +20.6% | +19.4% | +27.7% |
| All | +210.5% | +125.6% | +84.9% | +151.8% |
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