+2,583.6%
ICE vs NOC
+1,582.8%
+1,000.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +3.6% | +4.8% | -1.2% | +1.1% |
| 30D | +15.1% | +11.0% | +4.0% | +8.8% |
| 3M | +15.4% | -3.8% | +19.2% | +17.0% |
| 6M | +16.1% | +0.6% | +15.5% | +14.8% |
| YTD | +11.4% | -2.3% | +13.6% | +10.4% |
| 1Y | +18.5% | +0.3% | +18.2% | +15.7% |
| 3Y | +70.5% | +24.6% | +45.9% | +42.4% |
| 5Y | +40.9% | +66.0% | -25.1% | -6.8% |
| 10Y | +260.6% | +161.2% | +99.4% | +54.8% |
| All | +2,583.6% | +1,582.8% | +1,000.8% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling