+264.8%
ICE vs PH
+725.6%
-460.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +3.2% | +6.9% | -3.6% | +1.2% |
| 30D | +14.7% | +1.7% | +13.0% | +13.8% |
| 3M | +19.8% | -8.1% | +27.9% | +22.3% |
| 6M | +15.2% | +11.5% | +3.7% | +10.5% |
| YTD | +12.7% | +11.4% | +1.3% | +7.3% |
| 1Y | +20.4% | +14.1% | +6.3% | +13.8% |
| 3Y | +70.8% | +138.2% | -67.5% | +23.6% |
| 5Y | +43.9% | +216.0% | -172.1% | -7.7% |
| 10Y | +264.8% | +710.0% | -445.2% | +54.8% |
| All | +264.8% | +725.6% | -460.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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