+37.2%
ICE vs NDAQ
+64.4%
-27.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +11.4% | +15.9% | -4.4% | +2.7% |
| 3M | +16.2% | +15.1% | +1.1% | +7.5% |
| 6M | +12.5% | +22.9% | -10.4% | +0.1% |
| YTD | +8.6% | +12.8% | -4.3% | +0.7% |
| 1Y | +18.4% | +26.0% | -7.7% | +3.5% |
| 3Y | +66.4% | +119.7% | -53.3% | +4.7% |
| 5Y | +37.2% | +65.4% | -28.2% | -1.5% |
| All | +37.2% | +64.4% | -27.2% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling