+65.9%
ICE vs M
+100.8%
-34.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.8% |
| 7D | +2.0% | -4.3% | +6.3% | +2.2% |
| 30D | +12.9% | +1.3% | +11.6% | +12.8% |
| 3M | +15.4% | -7.4% | +22.8% | +15.7% |
| 6M | +13.1% | +18.3% | -5.2% | +12.3% |
| YTD | +7.5% | +7.6% | -0.1% | +7.1% |
| 1Y | +18.3% | +17.4% | +0.9% | +17.2% |
| 3Y | +65.9% | +108.4% | -42.5% | +56.5% |
| All | +65.9% | +100.8% | -34.9% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling