+70.5%
ICE vs NIO
-60.1%
+130.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.4% |
| 7D | +3.6% | -14.5% | +18.1% | +3.8% |
| 30D | +15.1% | -15.0% | +30.0% | +15.3% |
| 3M | +15.4% | -35.6% | +50.9% | +16.0% |
| 6M | +16.1% | -55.7% | +71.8% | +17.3% |
| YTD | +11.4% | -43.1% | +54.5% | +12.1% |
| 1Y | +18.5% | -53.5% | +72.0% | +19.7% |
| 3Y | +70.5% | -59.8% | +130.4% | +74.7% |
| All | +70.5% | -60.1% | +130.6% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling