+40.0%
ICE vs NI
+94.6%
-54.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -5.3% | -0.6% | -4.8% | -5.1% |
| 30D | +3.0% | -1.4% | +4.4% | +3.5% |
| 3M | +11.4% | -10.6% | +22.0% | +16.0% |
| 6M | -2.0% | -9.9% | +7.9% | +1.5% |
| YTD | -3.1% | +1.2% | -4.3% | -4.3% |
| 1Y | -8.4% | +4.4% | -12.8% | -10.8% |
| 3Y | +40.7% | +68.6% | -27.9% | +12.3% |
| 5Y | +40.0% | +98.0% | -58.0% | +10.7% |
| All | +40.0% | +94.6% | -54.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling