+70.5%
ICE vs INDA
+16.8%
+53.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | +15.1% | +9.4% | +5.7% | +12.8% |
| 3M | +15.4% | +2.9% | +12.4% | +14.5% |
| 6M | +16.1% | +7.2% | +8.9% | +14.2% |
| YTD | +11.4% | -4.8% | +16.2% | +12.2% |
| 1Y | +18.5% | -5.1% | +23.5% | +19.4% |
| 3Y | +70.5% | +16.7% | +53.9% | +58.5% |
| All | +70.5% | +16.8% | +53.7% | +58.5% |
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