+99.8%
ICE vs OPEN
-86.9%
+186.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +1.0% | -21.7% | +22.7% | +1.9% |
| 30D | +11.4% | -36.5% | +47.9% | +13.3% |
| 3M | +16.2% | -59.5% | +75.7% | +20.2% |
| 6M | +12.5% | -71.9% | +84.3% | +17.9% |
| YTD | +8.6% | -75.8% | +84.4% | +14.0% |
| 1Y | +18.4% | -78.5% | +96.9% | +24.5% |
| 3Y | +66.4% | -30.2% | +96.6% | +53.9% |
| 5Y | +37.2% | -93.3% | +130.5% | +31.3% |
| All | +99.8% | -86.9% | +186.6% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling