+66.4%
ICE vs NDAQ
+117.2%
-50.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +11.4% | +15.9% | -4.4% | +3.3% |
| 3M | +16.2% | +15.1% | +1.1% | +8.1% |
| 6M | +12.5% | +22.9% | -10.4% | +1.1% |
| YTD | +8.6% | +12.8% | -4.3% | +1.1% |
| 1Y | +18.4% | +26.0% | -7.7% | +4.8% |
| 3Y | +66.4% | +119.7% | -53.3% | +13.4% |
| All | +66.4% | +117.2% | -50.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling