+296.1%
ICE vs ETSY
+134.9%
+161.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.7% | -1.7% |
| 7D | -1.2% | -10.9% | +9.8% | +0.1% |
| 30D | +5.0% | -14.9% | +19.8% | +6.7% |
| 3M | +13.9% | +5.8% | +8.1% | +13.0% |
| 6M | -4.4% | +29.1% | -33.5% | -7.5% |
| YTD | -1.9% | +31.3% | -33.3% | -5.4% |
| 1Y | -8.1% | +25.1% | -33.2% | -11.5% |
| 3Y | +42.5% | +8.5% | +34.0% | +36.5% |
| 5Y | +40.6% | -66.1% | +106.7% | +46.2% |
| 10Y | +217.1% | +410.3% | -193.2% | +169.8% |
| All | +296.1% | +134.9% | +161.2% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling