+40.0%
ICE vs LOW
+5.8%
+34.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.3% | -2.6% | -2.7% | -4.6% |
| 30D | +3.0% | -11.1% | +14.2% | +6.5% |
| 3M | +11.4% | -8.5% | +19.9% | +14.0% |
| 6M | -2.0% | -20.8% | +18.8% | +4.2% |
| YTD | -3.1% | -17.2% | +14.1% | +0.9% |
| 1Y | -8.4% | -24.7% | +16.4% | -1.6% |
| 3Y | +40.7% | -9.7% | +50.5% | +39.6% |
| 5Y | +40.0% | +6.0% | +34.0% | +29.6% |
| All | +40.0% | +5.8% | +34.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 5y: compounded portfolio wealth divided by compounded LOW 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…
5y analysis · Full analysis span regression · 6 months rolling