+319.6%
ICE vs P
+469.1%
-149.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.3% |
| 7D | +2.0% | -23.8% | +25.8% | +4.3% |
| 30D | +12.9% | -36.6% | +49.5% | +17.1% |
| 3M | +15.4% | +10.9% | +4.5% | +12.8% |
| 6M | +13.1% | +30.0% | -16.9% | +7.7% |
| YTD | +7.5% | +44.4% | -36.9% | +0.6% |
| 1Y | +18.3% | +3.9% | +14.4% | +13.9% |
| 3Y | +65.9% | +176.6% | -110.7% | +34.7% |
| 5Y | +35.2% | +249.3% | -214.1% | +4.1% |
| 10Y | +266.7% | +726.9% | -460.2% | +147.3% |
| All | +319.6% | +469.1% | -149.5% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling