+19.5%
ICE vs OPEN
-80.8%
+100.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.4% | +1.6% |
| 7D | +3.2% | -24.7% | +27.9% | +4.0% |
| 30D | +12.9% | -41.0% | +53.9% | +14.3% |
| 3M | +17.5% | -62.4% | +79.9% | +20.2% |
| 6M | +14.0% | -73.9% | +87.8% | +17.4% |
| YTD | +10.0% | -77.5% | +87.5% | +14.5% |
| 1Y | +19.5% | -83.6% | +103.1% | +26.2% |
| All | +19.5% | -80.8% | +100.4% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling