+291.5%
ICE vs P
+485.4%
-193.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.7% | +6.5% | -7.2% | -1.3% |
| 30D | +7.6% | +18.8% | -11.2% | +5.5% |
| 3M | +13.9% | +26.7% | -12.8% | +10.4% |
| 6M | -2.4% | +62.2% | -64.5% | -8.4% |
| YTD | +0.3% | +48.5% | -48.2% | -5.5% |
| 1Y | -6.4% | +26.4% | -32.8% | -11.2% |
| 3Y | +43.1% | +159.4% | -116.3% | +18.5% |
| 5Y | +42.1% | +275.8% | -233.7% | +9.6% |
| 10Y | +220.9% | +732.0% | -511.1% | +118.1% |
| All | +291.5% | +485.4% | -193.9% | +165.8% |
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