+133.4%
ICE vs NIO
-36.7%
+170.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -2.0% |
| 7D | -0.7% | -13.0% | +12.4% | -0.2% |
| 30D | +7.6% | -18.3% | +25.9% | +8.4% |
| 3M | +13.9% | -33.2% | +47.2% | +15.5% |
| 6M | -2.4% | -21.5% | +19.1% | -1.8% |
| YTD | +0.3% | -25.5% | +25.8% | +1.0% |
| 1Y | -6.4% | -38.0% | +31.6% | -5.3% |
| 3Y | +43.1% | -65.5% | +108.6% | +45.7% |
| 5Y | +42.1% | -90.6% | +132.7% | +47.0% |
| All | +133.4% | -36.7% | +170.1% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling