+41.3%
ICE vs INDA
+8.1%
+33.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.9% | -2.6% | +1.7% | -0.3% |
| 30D | +4.0% | -2.9% | +6.9% | +4.6% |
| 3M | +11.0% | +2.4% | +8.6% | +10.3% |
| 6M | -5.0% | -2.6% | -2.3% | -4.6% |
| YTD | -2.7% | -10.0% | +7.3% | -0.6% |
| 1Y | -8.6% | -7.7% | -1.0% | -7.3% |
| All | +41.3% | +8.1% | +33.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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