+159.3%
ICE vs NIO
-51.7%
+210.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.5% |
| 7D | +3.6% | -14.5% | +18.1% | +4.2% |
| 30D | +15.1% | -15.0% | +30.0% | +15.7% |
| 3M | +15.4% | -35.6% | +50.9% | +17.1% |
| 6M | +16.1% | -55.7% | +71.8% | +19.4% |
| YTD | +11.4% | -43.1% | +54.5% | +13.2% |
| 1Y | +18.5% | -53.5% | +72.0% | +21.3% |
| 3Y | +70.5% | -59.8% | +130.4% | +72.5% |
| 5Y | +40.9% | -93.2% | +134.1% | +47.3% |
| All | +159.3% | -51.7% | +210.9% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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