+217.1%
ICE vs COO
+43.7%
+173.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.3% |
| 7D | -1.2% | -2.3% | +1.1% | -0.4% |
| 30D | +5.0% | -8.8% | +13.8% | +8.0% |
| 3M | +13.9% | +1.3% | +12.5% | +13.1% |
| 6M | -4.4% | -11.6% | +7.2% | -1.1% |
| YTD | -1.9% | -17.4% | +15.5% | +3.6% |
| 1Y | -8.1% | -1.6% | -6.5% | -8.7% |
| 3Y | +42.5% | -22.6% | +65.1% | +48.3% |
| 5Y | +40.6% | -40.3% | +81.0% | +58.6% |
| 10Y | +217.1% | +45.2% | +171.9% | +173.2% |
| All | +217.1% | +43.7% | +173.4% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling