+104.9%
ICE vs OPEN
-88.9%
+193.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.5% |
| 7D | +3.6% | -15.0% | +18.6% | +4.3% |
| 30D | +15.1% | -40.2% | +55.3% | +17.3% |
| 3M | +15.4% | -67.4% | +82.8% | +20.5% |
| 6M | +16.1% | -74.0% | +90.1% | +22.1% |
| YTD | +11.4% | -79.6% | +90.9% | +17.7% |
| 1Y | +18.5% | -86.1% | +104.6% | +27.1% |
| 3Y | +70.5% | -41.4% | +111.9% | +58.8% |
| 5Y | +40.9% | -94.9% | +135.8% | +36.1% |
| All | +104.9% | -88.9% | +193.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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