+2,316.3%
ICE vs NSC
+1,140.4%
+1,175.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -0.7% | -5.5% | +4.9% | +2.1% |
| 30D | +7.6% | -3.2% | +10.8% | +9.3% |
| 3M | +13.9% | +7.7% | +6.3% | +9.4% |
| 6M | -2.4% | +4.5% | -6.9% | -5.4% |
| YTD | +0.3% | +15.6% | -15.3% | -7.9% |
| 1Y | -6.4% | +19.8% | -26.3% | -15.7% |
| 3Y | +43.1% | +70.1% | -27.0% | +3.4% |
| 5Y | +42.1% | +46.1% | -4.0% | +9.0% |
| 10Y | +220.9% | +328.1% | -107.2% | +21.6% |
| All | +2,316.3% | +1,140.4% | +1,175.8% | +454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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