+2,583.6%
ICE vs IT
+1,404.7%
+1,178.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +15.1% | -1.8% | +16.9% | +15.1% |
| 3M | +15.4% | +4.8% | +10.5% | +11.2% |
| 6M | +16.1% | +33.0% | -16.9% | -2.4% |
| YTD | +11.4% | -23.8% | +35.2% | +16.9% |
| 1Y | +18.5% | -16.5% | +35.0% | +19.1% |
| 3Y | +70.5% | -53.6% | +124.2% | +111.5% |
| 5Y | +40.9% | -42.1% | +83.1% | +50.9% |
| 10Y | +260.6% | +90.1% | +170.5% | +83.4% |
| All | +2,583.6% | +1,404.7% | +1,178.9% | +313.2% |
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