+41.3%
ICE vs IT
-52.2%
+93.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -0.9% | -9.1% | +8.3% | +0.6% |
| 30D | +4.0% | -12.2% | +16.1% | +5.9% |
| 3M | +11.0% | +7.8% | +3.2% | +8.8% |
| 6M | -5.0% | +2.0% | -6.9% | -6.3% |
| YTD | -2.7% | -32.7% | +30.0% | +2.0% |
| 1Y | -8.6% | -31.1% | +22.5% | -4.8% |
| All | +41.3% | -52.2% | +93.4% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling