+40.6%
ICE vs ONON
-10.5%
+51.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -5.3% | -5.3% | 0.0% | -5.0% |
| 30D | +3.0% | -13.1% | +16.1% | +4.0% |
| 3M | +11.4% | -29.3% | +40.8% | +13.9% |
| 6M | -2.0% | -34.5% | +32.5% | +0.5% |
| YTD | -3.1% | -42.2% | +39.1% | +0.3% |
| 1Y | -8.4% | -37.3% | +29.0% | -6.0% |
| All | +40.6% | -10.5% | +51.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling