+2,316.3%
ICE vs M
+31.7%
+2,284.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.6% |
| 7D | -0.7% | +4.7% | -5.4% | -1.7% |
| 30D | +7.6% | -9.6% | +17.3% | +10.0% |
| 3M | +13.9% | +0.9% | +13.1% | +13.0% |
| 6M | -2.4% | +22.3% | -24.6% | -7.8% |
| YTD | +0.3% | +6.5% | -6.3% | -2.9% |
| 1Y | -6.4% | +38.8% | -45.2% | -15.3% |
| 3Y | +43.1% | +115.9% | -72.8% | +8.4% |
| 5Y | +42.1% | +28.6% | +13.5% | +11.3% |
| 10Y | +220.9% | -2.5% | +223.5% | +112.4% |
| All | +2,316.3% | +31.7% | +2,284.6% | +820.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling