+65.9%
ICE vs COMP
+353.8%
-287.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.7% | -1.6% |
| 7D | +2.0% | +13.4% | -11.4% | +1.2% |
| 30D | +12.9% | +11.1% | +1.8% | +12.0% |
| 3M | +15.4% | -18.8% | +34.3% | +16.6% |
| 6M | +13.1% | +10.5% | +2.6% | +11.6% |
| YTD | +7.5% | -3.4% | +10.9% | +7.0% |
| 1Y | +18.3% | +19.7% | -1.4% | +16.0% |
| 3Y | +65.9% | +381.6% | -315.7% | +46.2% |
| All | +65.9% | +353.8% | -287.9% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling