+214.9%
ICE vs NDAQ
+374.8%
-159.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -0.9% | -1.6% | +0.7% | +0.2% |
| 30D | +4.0% | -1.5% | +5.4% | +5.0% |
| 3M | +11.0% | +8.0% | +2.9% | +5.5% |
| 6M | -5.0% | +7.7% | -12.7% | -9.7% |
| YTD | -2.7% | -2.3% | -0.4% | -2.1% |
| 1Y | -8.6% | +0.6% | -9.2% | -9.9% |
| 3Y | +41.4% | +90.9% | -49.6% | -9.8% |
| 5Y | +39.9% | +52.5% | -12.6% | +1.5% |
| 10Y | +214.9% | +380.3% | -165.4% | -3.1% |
| All | +214.9% | +374.8% | -159.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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