+217.1%
ICE vs CI
+142.6%
+74.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.7% |
| 7D | -1.2% | -2.0% | +0.9% | -0.6% |
| 30D | +5.0% | -1.8% | +6.8% | +5.4% |
| 3M | +13.9% | -4.2% | +18.1% | +15.0% |
| 6M | -4.4% | +2.7% | -7.1% | -5.4% |
| YTD | -1.9% | +1.9% | -3.8% | -3.0% |
| 1Y | -8.1% | -6.3% | -1.9% | -7.7% |
| 3Y | +42.5% | +3.9% | +38.6% | +35.7% |
| 5Y | +40.6% | +41.9% | -1.2% | +19.8% |
| 10Y | +217.1% | +140.4% | +76.7% | +120.2% |
| All | +217.1% | +142.6% | +74.5% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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