+2,234.6%
ICE vs NYT
+199.8%
+2,034.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | +3.0% | +4.5% | -1.4% | +1.6% |
| 3M | +11.4% | -8.5% | +20.0% | +13.8% |
| 6M | -2.0% | -15.1% | +13.0% | +1.9% |
| YTD | -3.1% | -3.3% | +0.2% | -3.4% |
| 1Y | -8.4% | +17.0% | -25.4% | -14.0% |
| 3Y | +40.7% | +55.7% | -14.9% | +18.2% |
| 5Y | +40.0% | +38.9% | +1.1% | +18.4% |
| 10Y | +213.5% | +485.3% | -271.8% | +49.2% |
| All | +2,234.6% | +199.8% | +2,034.8% | +1,145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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