+35.5%
ICE vs COMP
-17.6%
+53.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| YTD | +7.5% | -3.4% | +10.9% | +6.2% |
| 1Y | +18.3% | +19.7% | -1.4% | +14.6% |
| 3Y | +65.9% | +381.6% | -315.7% | +35.5% |
| All | +35.5% | -17.6% | +53.1% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling