+43.9%
ICE vs O
+12.7%
+31.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 3M | +19.8% | -2.4% | +22.2% | +21.0% |
| 6M | +15.2% | -1.9% | +17.1% | +16.1% |
| YTD | +12.7% | +10.5% | +2.2% | +6.8% |
| 1Y | +20.4% | +10.0% | +10.4% | +14.4% |
| 3Y | +70.8% | +40.5% | +30.3% | +41.3% |
| 5Y | +43.9% | +10.2% | +33.7% | +36.8% |
| All | +43.9% | +12.7% | +31.2% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling