+2,316.3%
ICE vs IT
+1,359.8%
+956.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.1% |
| 7D | -0.7% | -6.0% | +5.4% | +1.9% |
| 30D | +7.6% | 0.0% | +7.6% | +7.3% |
| 3M | +13.9% | +13.1% | +0.9% | +5.1% |
| 6M | -2.4% | +11.7% | -14.0% | -10.8% |
| YTD | +0.3% | -26.1% | +26.4% | +8.1% |
| 1Y | -6.4% | -21.3% | +14.8% | -3.0% |
| 3Y | +43.1% | -46.7% | +89.8% | +66.7% |
| 5Y | +42.1% | -40.5% | +82.6% | +51.4% |
| 10Y | +220.9% | +103.9% | +117.0% | +57.8% |
| All | +2,316.3% | +1,359.8% | +956.4% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling