-8.4%
ICE vs IT
-30.3%
+22.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -5.3% | -12.7% | +7.4% | -3.5% |
| 30D | +3.0% | -8.9% | +11.9% | +4.4% |
| 3M | +11.4% | +10.1% | +1.3% | +8.9% |
| 6M | -2.0% | +7.3% | -9.3% | -4.3% |
| YTD | -3.1% | -32.4% | +29.2% | +1.9% |
| 1Y | -8.4% | -26.6% | +18.3% | -5.5% |
| All | -8.4% | -30.3% | +22.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling