+35.5%
ICE vs OPEN
-93.8%
+129.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -21.8% | +20.8% | 0.0% |
| 7D | +2.0% | -22.2% | +24.2% | +3.0% |
| 30D | +12.9% | -38.3% | +51.2% | +15.0% |
| 3M | +15.4% | -59.4% | +74.8% | +19.7% |
| 6M | +13.1% | -74.4% | +87.5% | +19.4% |
| YTD | +7.5% | -76.0% | +83.4% | +13.3% |
| 1Y | +18.3% | -78.7% | +97.0% | +25.0% |
| 3Y | +65.9% | -30.0% | +95.9% | +51.4% |
| All | +35.5% | -93.8% | +129.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling