+213.7%
ICE vs OMC
+34.2%
+179.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.4% | -4.4% | +2.0% | -1.3% |
| 30D | +4.0% | -7.6% | +11.6% | +6.1% |
| 3M | +13.7% | +4.5% | +9.1% | +12.1% |
| 6M | +0.9% | -0.3% | +1.2% | +0.6% |
| YTD | -2.1% | -0.1% | -2.0% | -2.9% |
| 1Y | -9.5% | +4.6% | -14.1% | -11.5% |
| 3Y | +42.1% | +10.5% | +31.6% | +34.8% |
| 5Y | +41.4% | +31.7% | +9.7% | +25.7% |
| All | +213.7% | +34.2% | +179.4% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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