+217.4%
ICE vs P
+727.7%
-510.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -1.2% | +7.8% | -9.0% | -1.9% |
| 30D | +5.0% | +12.3% | -7.4% | +3.4% |
| 3M | +13.9% | +37.1% | -23.2% | +9.2% |
| 6M | -4.4% | +66.1% | -70.5% | -10.9% |
| YTD | -1.9% | +50.9% | -52.8% | -8.1% |
| 1Y | -8.1% | +27.2% | -35.3% | -13.2% |
| 3Y | +42.5% | +158.7% | -116.2% | +16.1% |
| 5Y | +40.6% | +291.1% | -250.5% | +4.9% |
| All | +217.4% | +727.7% | -510.2% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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