+230.9%
ICE vs NTNX
+148.8%
+82.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | -2.4% | -3.1% | +0.8% | -2.1% |
| 30D | +4.0% | +2.0% | +2.0% | +3.8% |
| 3M | +13.7% | +34.0% | -20.3% | +10.5% |
| 6M | +0.9% | +72.4% | -71.4% | -4.4% |
| YTD | -2.1% | +27.5% | -29.7% | -4.9% |
| 1Y | -9.5% | -18.7% | +9.2% | -8.7% |
| 3Y | +42.1% | +80.8% | -38.7% | +30.7% |
| 5Y | +41.4% | +54.5% | -13.1% | +28.4% |
| All | +230.9% | +148.8% | +82.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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