+264.8%
ICE vs PAAS
+183.5%
+81.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +3.2% | -5.2% | +8.4% | +3.6% |
| 30D | +14.7% | -13.9% | +28.7% | +15.8% |
| 3M | +19.8% | -23.8% | +43.6% | +21.8% |
| 6M | +15.2% | -36.4% | +51.7% | +18.5% |
| YTD | +12.7% | -23.4% | +36.0% | +13.4% |
| 1Y | +20.4% | +5.6% | +14.8% | +17.9% |
| 3Y | +70.8% | +209.7% | -138.9% | +50.2% |
| 5Y | +43.9% | +55.6% | -11.6% | +31.3% |
| 10Y | +264.8% | +212.2% | +52.5% | +229.8% |
| All | +264.8% | +183.5% | +81.2% | +229.8% |
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 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