+2,316.3%
ICE vs OMC
+255.6%
+2,060.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.7% |
| 7D | -0.7% | -6.4% | +5.8% | +2.9% |
| 30D | +7.6% | +1.1% | +6.5% | +6.8% |
| 3M | +13.9% | +10.4% | +3.5% | +7.2% |
| 6M | -2.4% | -1.7% | -0.6% | -2.5% |
| YTD | +0.3% | +4.4% | -4.2% | -4.5% |
| 1Y | -6.4% | +8.4% | -14.9% | -13.4% |
| 3Y | +43.1% | +14.4% | +28.7% | +22.3% |
| 5Y | +42.1% | +33.9% | +8.2% | +3.8% |
| 10Y | +220.9% | +34.9% | +186.1% | +99.9% |
| All | +2,316.3% | +255.6% | +2,060.6% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling