+264.8%
ICE vs NDAQ
+475.0%
-210.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +3.2% | 0.0% | +3.3% | +3.2% |
| 30D | +14.7% | +16.3% | -1.6% | +4.4% |
| 3M | +19.8% | +15.8% | +4.0% | +9.2% |
| 6M | +15.2% | +24.8% | -9.6% | -0.1% |
| YTD | +12.7% | +14.1% | -1.4% | +2.7% |
| 1Y | +20.4% | +26.5% | -6.1% | +2.9% |
| 3Y | +70.8% | +119.1% | -48.4% | +0.4% |
| 5Y | +43.9% | +70.9% | -27.0% | -2.3% |
| 10Y | +264.8% | +479.7% | -214.9% | +2.6% |
| All | +264.8% | +475.0% | -210.3% | +2.6% |
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