+20.6%
ICE vs PAAS
+24.3%
-3.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.4% | -6.0% | +2.3% |
| 7D | +12.2% | -1.1% | +13.3% | +12.1% |
| 30D | +15.0% | -8.5% | +23.4% | +15.1% |
| 3M | +17.6% | -7.3% | +24.9% | +17.5% |
| 6M | +12.6% | -18.3% | +30.9% | +13.0% |
| YTD | +9.1% | -19.2% | +28.3% | +8.5% |
| 1Y | +20.6% | +26.1% | -5.6% | +15.8% |
| All | +20.6% | +24.3% | -3.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling