+2,316.3%
ICE vs NOC
+1,474.5%
+841.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.7% |
| 7D | -0.7% | -5.2% | +4.5% | +2.1% |
| 30D | +7.6% | -7.2% | +14.8% | +11.6% |
| 3M | +13.9% | -5.1% | +19.0% | +16.6% |
| 6M | -2.4% | -31.1% | +28.7% | +17.4% |
| YTD | +0.3% | -8.6% | +8.8% | +3.2% |
| 1Y | -6.4% | -9.7% | +3.3% | -3.3% |
| 3Y | +43.1% | +24.3% | +18.8% | +18.8% |
| 5Y | +42.1% | +52.6% | -10.5% | -1.8% |
| 10Y | +220.9% | +183.6% | +37.3% | +27.1% |
| All | +2,316.3% | +1,474.5% | +841.8% | +76.5% |
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