+213.7%
ICE vs NI
+143.3%
+70.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +4.0% | -1.4% | +5.4% | +4.5% |
| 3M | +13.7% | -10.6% | +24.3% | +18.2% |
| 6M | +0.9% | -9.3% | +10.3% | +4.2% |
| YTD | -2.1% | +1.1% | -3.3% | -3.1% |
| 1Y | -9.5% | +3.4% | -12.9% | -11.3% |
| 3Y | +42.1% | +67.9% | -25.8% | +15.3% |
| 5Y | +41.4% | +98.0% | -56.6% | +7.3% |
| All | +213.7% | +143.3% | +70.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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