+66.4%
ICE vs COMP
+431.5%
-365.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.7% |
| 7D | +1.0% | +14.5% | -13.5% | +0.1% |
| 30D | +11.4% | +14.9% | -3.5% | +10.3% |
| 3M | +16.2% | -14.2% | +30.4% | +16.9% |
| 6M | +12.5% | +23.7% | -11.3% | +10.3% |
| YTD | +8.6% | +2.1% | +6.5% | +7.7% |
| 1Y | +18.4% | +26.2% | -7.8% | +15.6% |
| 3Y | +66.4% | +470.9% | -404.5% | +46.5% |
| All | +66.4% | +431.5% | -365.1% | +46.5% |
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