+42.5%
ICE vs PH
+141.1%
-98.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | +5.0% | -10.8% | +15.8% | +6.6% |
| 3M | +13.9% | +8.5% | +5.4% | +12.1% |
| 6M | -4.4% | +3.9% | -8.3% | -5.5% |
| YTD | -1.9% | +9.4% | -11.3% | -4.2% |
| 1Y | -8.1% | +26.8% | -34.9% | -12.9% |
| 3Y | +42.5% | +140.8% | -98.3% | +20.2% |
| All | +42.5% | +141.1% | -98.6% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling