+70.5%
ICE vs PH
+135.0%
-64.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.6% | +4.1% | -0.5% | +3.1% |
| 30D | +15.1% | -0.1% | +15.2% | +15.0% |
| 3M | +15.4% | -9.6% | +24.9% | +16.8% |
| 6M | +16.1% | +8.5% | +7.6% | +14.0% |
| YTD | +11.4% | +9.4% | +2.0% | +8.5% |
| 1Y | +18.5% | +14.2% | +4.3% | +14.3% |
| 3Y | +70.5% | +134.0% | -63.5% | +32.8% |
| All | +70.5% | +135.0% | -64.5% | +32.8% |
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 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