+230.9%
ICE vs IR
+322.3%
-91.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +2.0% | +3.7% | -1.6% | +1.1% |
| 30D | +12.9% | +7.4% | +5.5% | +10.8% |
| 3M | +15.4% | -5.9% | +21.3% | +16.8% |
| 6M | +13.1% | +5.6% | +7.5% | +10.9% |
| YTD | +7.5% | +4.8% | +2.6% | +4.6% |
| 1Y | +18.3% | +6.9% | +11.4% | +14.6% |
| 3Y | +65.9% | +27.6% | +38.4% | +49.7% |
| 5Y | +35.2% | +45.8% | -10.6% | +15.7% |
| All | +230.9% | +322.3% | -91.4% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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