+2,316.3%
ICE vs CHD
+1,457.7%
+858.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | -2.7% | +2.0% | +0.7% |
| 30D | +7.6% | -4.6% | +12.2% | +10.1% |
| 3M | +13.9% | +5.0% | +8.9% | +10.7% |
| 6M | -2.4% | -3.2% | +0.9% | -1.5% |
| YTD | +0.3% | +18.6% | -18.4% | -9.5% |
| 1Y | -6.4% | +4.8% | -11.2% | -10.2% |
| 3Y | +43.1% | +6.1% | +37.0% | +32.8% |
| 5Y | +42.1% | +24.0% | +18.1% | +17.9% |
| 10Y | +220.9% | +124.5% | +96.5% | +65.7% |
| All | +2,316.3% | +1,457.7% | +858.5% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling