+2,489.8%
ICE vs PAAS
+215.9%
+2,273.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.2% |
| 7D | +2.0% | +8.4% | -6.4% | +1.0% |
| 30D | +12.9% | -7.2% | +20.1% | +13.7% |
| 3M | +15.4% | -14.0% | +29.4% | +17.0% |
| 6M | +13.1% | -26.8% | +39.8% | +16.5% |
| YTD | +7.5% | -19.8% | +27.3% | +8.2% |
| 1Y | +18.3% | +22.8% | -4.5% | +12.1% |
| 3Y | +65.9% | +183.6% | -117.7% | +35.5% |
| 5Y | +35.2% | +73.8% | -38.6% | +15.6% |
| 10Y | +266.7% | +185.6% | +81.2% | +165.0% |
| All | +2,489.8% | +215.9% | +2,273.9% | +1,173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling