+217.1%
ICE vs PAAS
+197.3%
+19.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.3% |
| 30D | +5.0% | -0.1% | +5.0% | +4.9% |
| 3M | +13.9% | +8.2% | +5.6% | +12.9% |
| 6M | -4.4% | -13.8% | +9.4% | -3.9% |
| YTD | -1.9% | -0.6% | -1.3% | -2.9% |
| 1Y | -8.1% | +44.0% | -52.1% | -12.1% |
| 3Y | +42.5% | +246.6% | -204.1% | +24.6% |
| 5Y | +40.6% | +116.1% | -75.4% | +25.7% |
| 10Y | +217.1% | +202.7% | +14.4% | +179.7% |
| All | +217.1% | +197.3% | +19.8% | +179.7% |
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