+210.5%
ICE vs O
+54.2%
+156.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -5.3% | -3.5% | -1.8% | -4.1% |
| 30D | +3.0% | -3.3% | +6.3% | +4.3% |
| 3M | +11.4% | -2.8% | +14.3% | +12.6% |
| 6M | -2.0% | -5.8% | +3.7% | -0.1% |
| YTD | -3.1% | +9.4% | -12.5% | -6.6% |
| 1Y | -8.4% | +5.7% | -14.1% | -10.6% |
| 3Y | +40.7% | +27.2% | +13.5% | +27.2% |
| 5Y | +40.0% | +17.2% | +22.8% | +30.1% |
| All | +210.5% | +54.2% | +156.3% | +171.9% |
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