+20.4%
ICE vs CI
+18.5%
+1.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | +14.7% | +6.4% | +8.3% | +13.3% |
| 3M | +19.8% | +10.7% | +9.1% | +17.3% |
| 6M | +15.2% | +5.5% | +9.8% | +13.3% |
| YTD | +12.7% | +11.4% | +1.3% | +9.4% |
| 1Y | +20.4% | +15.0% | +5.4% | +15.2% |
| All | +20.4% | +18.5% | +1.9% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling