+2,516.3%
ICE vs NDAQ
+1,032.1%
+1,484.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +11.4% | +15.9% | -4.4% | +1.2% |
| 3M | +16.2% | +15.1% | +1.1% | +5.9% |
| 6M | +12.5% | +22.9% | -10.4% | -2.1% |
| YTD | +8.6% | +12.8% | -4.3% | -0.7% |
| 1Y | +18.4% | +26.0% | -7.7% | +0.7% |
| 3Y | +66.4% | +119.7% | -53.3% | -3.2% |
| 5Y | +37.2% | +65.4% | -28.2% | -6.0% |
| 10Y | +244.8% | +469.3% | -224.4% | +2.8% |
| All | +2,516.3% | +1,032.1% | +1,484.2% | +307.3% |
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