+20.6%
ICE vs O
+8.1%
+12.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.3% |
| 7D | +12.2% | +5.8% | +6.3% | +10.1% |
| 30D | +15.0% | +10.7% | +4.3% | +11.5% |
| 3M | +17.6% | -4.5% | +22.1% | +18.4% |
| 6M | +12.6% | -4.1% | +16.7% | +12.6% |
| YTD | +9.1% | +9.8% | -0.7% | +5.0% |
| 1Y | +20.6% | +11.3% | +9.3% | +14.3% |
| All | +20.6% | +8.1% | +12.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling