+42.1%
ICE vs NRG
+203.5%
-161.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.0% |
| 7D | -2.4% | -4.7% | +2.3% | -2.3% |
| 30D | +4.0% | -6.0% | +10.0% | +4.2% |
| 3M | +13.7% | -8.0% | +21.6% | +13.6% |
| 6M | +0.9% | -23.2% | +24.1% | +1.6% |
| YTD | -2.1% | -28.1% | +25.9% | -1.3% |
| 1Y | -9.5% | -27.3% | +17.8% | -8.9% |
| 3Y | +42.1% | +208.7% | -166.6% | +21.2% |
| All | +42.1% | +203.5% | -161.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling