+51.2%
ICE vs COMP
-47.7%
+98.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.1% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | +7.6% | -13.3% | +20.9% | +8.8% |
| 3M | +13.9% | +41.1% | -27.2% | +10.3% |
| 6M | -2.4% | +17.2% | -19.5% | -4.7% |
| YTD | +0.3% | +5.2% | -4.9% | -1.3% |
| 1Y | -6.4% | +18.9% | -25.3% | -9.2% |
| 3Y | +43.1% | +215.9% | -172.8% | +22.6% |
| 5Y | +42.1% | -31.2% | +73.3% | +25.6% |
| All | +51.2% | -47.7% | +98.8% | +30.9% |
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 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