+67.9%
ICE vs COMP
-52.0%
+119.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +15.1% | +16.6% | -1.5% | +13.4% |
| 3M | +15.4% | -23.5% | +38.9% | +17.5% |
| 6M | +16.1% | +25.7% | -9.6% | +13.0% |
| YTD | +11.4% | -3.4% | +14.8% | +10.0% |
| 1Y | +18.5% | +7.6% | +10.9% | +15.9% |
| 3Y | +70.5% | +423.6% | -353.1% | +39.2% |
| 5Y | +40.9% | -10.6% | +51.5% | +23.2% |
| All | +67.9% | -52.0% | +119.9% | +45.9% |
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