+2,316.3%
ICE vs CI
+727.9%
+1,588.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -0.7% | +1.3% | -2.0% | -1.1% |
| 30D | +7.6% | +4.4% | +3.2% | +6.1% |
| 3M | +13.9% | +0.7% | +13.3% | +13.4% |
| 6M | -2.4% | +0.3% | -2.7% | -3.0% |
| YTD | +0.3% | +3.8% | -3.6% | -1.7% |
| 1Y | -6.4% | -5.5% | -0.9% | -6.3% |
| 3Y | +43.1% | +8.1% | +35.0% | +33.0% |
| 5Y | +42.1% | +42.8% | -0.7% | +17.7% |
| 10Y | +220.9% | +143.9% | +77.0% | +104.4% |
| All | +2,316.3% | +727.9% | +1,588.4% | +706.1% |
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