+41.7%
ICE vs ETSY
-66.2%
+107.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.7% |
| 30D | +4.0% | -8.6% | +12.6% | +5.2% |
| 3M | +13.7% | +4.8% | +8.9% | +12.6% |
| 6M | +0.9% | +38.1% | -37.2% | -4.1% |
| YTD | -2.1% | +31.2% | -33.4% | -6.6% |
| 1Y | -9.5% | +22.1% | -31.6% | -13.5% |
| 3Y | +42.1% | +12.2% | +29.8% | +33.4% |
| All | +41.7% | -66.2% | +107.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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