+62.0%
ICE vs COMP
-52.0%
+114.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.7% | -1.9% |
| 7D | +2.0% | +13.4% | -11.4% | +0.9% |
| 30D | +12.9% | +11.1% | +1.8% | +11.7% |
| 3M | +15.4% | -18.8% | +34.3% | +17.0% |
| 6M | +13.1% | +10.5% | +2.6% | +11.3% |
| YTD | +7.5% | -3.4% | +10.9% | +6.2% |
| 1Y | +18.3% | +19.7% | -1.4% | +14.7% |
| 3Y | +65.9% | +381.6% | -315.7% | +36.5% |
| 5Y | +35.2% | -17.6% | +52.8% | +18.6% |
| All | +62.0% | -52.0% | +114.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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