+244.8%
ICE vs PAAS
+178.0%
+66.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.8% |
| 7D | +1.0% | +8.8% | -7.8% | +0.4% |
| 30D | +11.4% | -8.5% | +19.9% | +12.0% |
| 3M | +16.2% | -17.0% | +33.2% | +17.4% |
| 6M | +12.5% | -27.9% | +40.4% | +14.6% |
| YTD | +8.6% | -17.5% | +26.0% | +8.8% |
| 1Y | +18.4% | +22.8% | -4.5% | +14.6% |
| 3Y | +66.4% | +224.2% | -157.8% | +45.8% |
| 5Y | +37.2% | +73.6% | -36.4% | +24.2% |
| 10Y | +244.8% | +186.4% | +58.5% | +206.7% |
| All | +244.8% | +178.0% | +66.9% | +206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling