+2,316.3%
ICE vs PAAS
+294.0%
+2,022.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | +7.6% | +6.8% | +0.8% | +6.5% |
| 3M | +13.9% | -2.9% | +16.8% | +13.7% |
| 6M | -2.4% | -16.4% | +14.1% | -1.1% |
| YTD | +0.3% | 0.0% | +0.2% | -1.6% |
| 1Y | -6.4% | +54.3% | -60.7% | -14.0% |
| 3Y | +43.1% | +230.7% | -187.6% | +14.9% |
| 5Y | +42.1% | +111.6% | -69.5% | +18.8% |
| 10Y | +220.9% | +211.7% | +9.2% | +130.4% |
| All | +2,316.3% | +294.0% | +2,022.3% | +1,058.7% |
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 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