+2,316.3%
ICE vs NDAQ
+907.4%
+1,408.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -0.8% |
| 7D | -0.7% | -2.4% | +1.8% | +1.0% |
| 30D | +7.6% | +2.5% | +5.2% | +6.0% |
| 3M | +13.9% | +9.9% | +4.0% | +6.9% |
| 6M | -2.4% | +9.4% | -11.8% | -8.4% |
| YTD | +0.3% | +0.4% | -0.2% | -1.0% |
| 1Y | -6.4% | +4.0% | -10.5% | -9.9% |
| 3Y | +43.1% | +94.4% | -51.3% | -10.0% |
| 5Y | +42.1% | +56.7% | -14.6% | +0.8% |
| 10Y | +220.9% | +375.3% | -154.4% | +7.7% |
| All | +2,316.3% | +907.4% | +1,408.8% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling