+2,614.9%
ICE vs IT
+1,411.4%
+1,203.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.5% |
| 7D | +3.2% | -6.8% | +10.1% | +6.2% |
| 30D | +14.7% | -0.6% | +15.3% | +14.1% |
| 3M | +19.8% | +3.1% | +16.7% | +16.3% |
| 6M | +15.2% | +25.5% | -10.3% | -0.7% |
| YTD | +12.7% | -23.5% | +36.1% | +18.0% |
| 1Y | +20.4% | -16.6% | +37.0% | +21.1% |
| 3Y | +70.8% | -53.1% | +123.9% | +110.7% |
| 5Y | +43.9% | -41.4% | +85.4% | +53.3% |
| 10Y | +264.8% | +90.9% | +173.8% | +85.1% |
| All | +2,614.9% | +1,411.4% | +1,203.5% | +317.2% |
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