+37.2%
ICE vs COO
-40.8%
+78.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | +1.0% | +4.3% | -3.3% | -0.1% |
| 30D | +11.4% | +17.6% | -6.2% | +6.8% |
| 3M | +16.2% | -13.9% | +30.0% | +20.3% |
| 6M | +12.5% | +6.6% | +5.9% | +9.5% |
| YTD | +8.6% | -22.0% | +30.6% | +15.2% |
| 1Y | +18.4% | -8.8% | +27.2% | +19.9% |
| 3Y | +66.4% | -21.5% | +87.9% | +68.7% |
| 5Y | +37.2% | -41.0% | +78.2% | +53.1% |
| All | +37.2% | -40.8% | +78.0% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling