-8.1%
ICE vs M
+31.9%
-40.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.2% |
| 7D | -1.2% | +2.4% | -3.5% | -1.1% |
| 30D | +5.0% | -11.6% | +16.6% | +4.7% |
| 3M | +13.9% | +1.6% | +12.3% | +14.1% |
| 6M | -4.4% | +25.2% | -29.6% | -3.5% |
| YTD | -1.9% | +3.8% | -5.7% | -0.7% |
| 1Y | -8.1% | +36.3% | -44.5% | -10.4% |
| All | -8.1% | +31.9% | -40.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling