+35.5%
ICE vs NIO
-92.1%
+127.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -1.3% |
| 7D | +2.0% | +5.6% | -3.6% | +1.7% |
| 30D | +12.9% | -4.2% | +17.1% | +13.1% |
| 3M | +15.4% | -26.3% | +41.7% | +17.4% |
| 6M | +13.1% | -42.5% | +55.6% | +16.5% |
| YTD | +7.5% | -33.5% | +41.0% | +9.3% |
| 1Y | +18.3% | -52.7% | +71.0% | +22.9% |
| 3Y | +65.9% | -57.5% | +123.4% | +69.3% |
| All | +35.5% | -92.1% | +127.6% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling