+217.1%
ICE vs M
-6.4%
+223.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | -1.2% | +2.4% | -3.5% | -1.4% |
| 30D | +5.0% | -11.6% | +16.6% | +6.0% |
| 3M | +13.9% | +1.6% | +12.3% | +13.5% |
| 6M | -4.4% | +25.2% | -29.6% | -6.6% |
| YTD | -1.9% | +3.8% | -5.7% | -2.8% |
| 1Y | -8.1% | +36.3% | -44.5% | -11.4% |
| 3Y | +42.5% | +116.3% | -73.8% | +28.3% |
| 5Y | +40.6% | +28.2% | +12.5% | +29.7% |
| 10Y | +217.1% | -3.4% | +220.5% | +152.9% |
| All | +217.1% | -6.4% | +223.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling