+39.9%
ICE vs CHD
+19.3%
+20.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.9% | -4.2% | +3.3% | +0.3% |
| 30D | +4.0% | -7.6% | +11.5% | +6.1% |
| 3M | +11.0% | -1.6% | +12.6% | +11.3% |
| 6M | -5.0% | -6.3% | +1.4% | -3.5% |
| YTD | -2.7% | +14.6% | -17.3% | -7.0% |
| 1Y | -8.6% | +1.6% | -10.2% | -9.6% |
| 3Y | +41.4% | +3.1% | +38.2% | +37.4% |
| 5Y | +39.9% | +21.1% | +18.8% | +22.8% |
| All | +39.9% | +19.3% | +20.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling