+2,263.8%
ICE vs NI
+985.8%
+1,278.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.9% |
| 7D | -1.2% | +2.3% | -3.4% | -2.4% |
| 30D | +5.0% | -1.7% | +6.6% | +5.9% |
| 3M | +13.9% | -8.0% | +21.9% | +19.0% |
| 6M | -4.4% | -8.6% | +4.2% | 0.0% |
| YTD | -1.9% | +2.3% | -4.3% | -4.1% |
| 1Y | -8.1% | +6.9% | -15.1% | -12.8% |
| 3Y | +42.5% | +70.6% | -28.1% | +0.4% |
| 5Y | +40.6% | +96.4% | -55.7% | -11.0% |
| 10Y | +217.1% | +136.1% | +81.0% | +58.6% |
| All | +2,263.8% | +985.8% | +1,278.1% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling