+63.7%
ICE vs COMP
-56.6%
+120.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.6% | +0.1% |
| 7D | +6.7% | -1.8% | +8.5% | +6.8% |
| 30D | +13.4% | -0.8% | +14.1% | +13.3% |
| 3M | +16.5% | -28.1% | +44.6% | +19.3% |
| 6M | +12.8% | +27.0% | -14.2% | +9.4% |
| YTD | +8.5% | -12.8% | +21.3% | +8.2% |
| 1Y | +20.6% | +4.9% | +15.7% | +18.2% |
| 3Y | +67.4% | +321.0% | -253.6% | +39.4% |
| 5Y | +36.6% | -25.6% | +62.2% | +20.8% |
| All | +63.7% | -56.6% | +120.3% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling