+210.5%
ICE vs NOC
+192.5%
+18.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -5.3% | -1.8% | -3.6% | -4.9% |
| 30D | +3.0% | -9.4% | +12.5% | +5.8% |
| 3M | +11.4% | -3.8% | +15.3% | +12.4% |
| 6M | -2.0% | -28.8% | +26.7% | +7.1% |
| YTD | -3.1% | -7.9% | +4.8% | -1.7% |
| 1Y | -8.4% | -9.0% | +0.7% | -6.8% |
| 3Y | +40.7% | +29.1% | +11.7% | +26.6% |
| 5Y | +40.0% | +58.9% | -19.0% | +13.5% |
| All | +210.5% | +192.5% | +18.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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