+45.3%
ICE vs NIO
-62.6%
+108.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -2.0% |
| 7D | -0.7% | -13.0% | +12.4% | -0.4% |
| 30D | +7.6% | -18.3% | +25.9% | +8.0% |
| 3M | +13.9% | -33.2% | +47.2% | +14.7% |
| 6M | -2.4% | -21.5% | +19.1% | -2.0% |
| YTD | +0.3% | -25.5% | +25.8% | +0.7% |
| 1Y | -6.4% | -38.0% | +31.6% | -5.9% |
| All | +45.3% | -62.6% | +108.0% | +49.8% |
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