+2,489.8%
ICE vs M
+33.0%
+2,456.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | 0.0% |
| 7D | +2.0% | -4.3% | +6.3% | +2.9% |
| 30D | +12.9% | +1.3% | +11.6% | +12.4% |
| 3M | +15.4% | -7.4% | +22.8% | +17.0% |
| 6M | +13.1% | +18.3% | -5.2% | +7.5% |
| YTD | +7.5% | +7.6% | -0.1% | +3.5% |
| 1Y | +18.3% | +17.4% | +0.9% | +11.4% |
| 3Y | +65.9% | +108.4% | -42.5% | +26.8% |
| 5Y | +35.2% | -10.6% | +45.8% | +18.2% |
| 10Y | +266.7% | -3.2% | +269.9% | +143.9% |
| All | +2,489.8% | +33.0% | +2,456.8% | +881.3% |
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