+2,316.3%
ICE vs O
+722.4%
+1,593.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.7% | -0.7% | +0.1% | -0.2% |
| 30D | +7.6% | -1.9% | +9.5% | +8.7% |
| 3M | +13.9% | +3.8% | +10.1% | +11.5% |
| 6M | -2.4% | -4.7% | +2.4% | -0.1% |
| YTD | +0.3% | +12.5% | -12.2% | -6.5% |
| 1Y | -6.4% | +10.8% | -17.3% | -12.2% |
| 3Y | +43.1% | +28.8% | +14.3% | +21.7% |
| 5Y | +42.1% | +13.2% | +28.9% | +28.6% |
| 10Y | +220.9% | +53.5% | +167.5% | +116.1% |
| All | +2,316.3% | +722.4% | +1,593.8% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling