+264.8%
ICE vs O
+82.5%
+182.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | +0.6% | +2.7% | +3.0% |
| 30D | +14.7% | +9.4% | +5.3% | +10.9% |
| 3M | +19.8% | -2.4% | +22.2% | +20.9% |
| 6M | +15.2% | -1.9% | +17.1% | +16.0% |
| YTD | +12.7% | +10.5% | +2.2% | +8.1% |
| 1Y | +20.4% | +10.0% | +10.4% | +15.6% |
| 3Y | +70.8% | +40.5% | +30.3% | +48.4% |
| 5Y | +43.9% | +10.2% | +33.7% | +36.5% |
| 10Y | +264.8% | +82.5% | +182.3% | +218.8% |
| All | +264.8% | +82.5% | +182.3% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling