-8.4%
ICE vs O
+5.5%
-13.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -5.3% | -3.5% | -1.8% | -4.4% |
| 30D | +3.0% | -3.3% | +6.3% | +4.0% |
| 3M | +11.4% | -2.8% | +14.3% | +12.3% |
| 6M | -2.0% | -5.8% | +3.7% | -1.0% |
| YTD | -3.1% | +9.4% | -12.5% | -7.4% |
| 1Y | -8.4% | +5.7% | -14.1% | -11.2% |
| All | -8.4% | +5.5% | -13.9% | -11.2% |
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