+2,489.8%
ICE vs CI
+765.1%
+1,724.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.1% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | +12.9% | +5.4% | +7.5% | +11.0% |
| 3M | +15.4% | +7.3% | +8.2% | +12.7% |
| 6M | +13.1% | +5.3% | +7.8% | +10.7% |
| YTD | +7.5% | +8.5% | -1.0% | +3.7% |
| 1Y | +18.3% | +17.1% | +1.2% | +11.3% |
| 3Y | +65.9% | +1.4% | +64.5% | +57.8% |
| 5Y | +35.2% | +50.5% | -15.3% | +10.1% |
| 10Y | +266.7% | +168.5% | +98.2% | +126.0% |
| All | +2,489.8% | +765.1% | +1,724.7% | +750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling