+0.6%
ICE vs GLXY
-38.3%
+38.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +1.0% |
| 7D | +1.0% | -0.5% | +1.6% | +1.0% |
| 30D | +11.4% | -28.6% | +40.0% | +11.8% |
| 3M | +16.2% | -28.1% | +44.2% | +16.4% |
| 6M | +12.5% | -52.0% | +64.5% | +13.6% |
| YTD | +8.6% | -35.1% | +43.7% | +8.1% |
| 1Y | +18.4% | -54.0% | +72.4% | +18.9% |
| All | +0.6% | -38.3% | +38.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling