+2,316.3%
ICE vs PH
+2,931.9%
-615.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.7% | -3.1% | +2.4% | +0.9% |
| 30D | +7.6% | -3.2% | +10.9% | +9.1% |
| 3M | +13.9% | +10.6% | +3.4% | +7.2% |
| 6M | -2.4% | -2.1% | -0.2% | -3.2% |
| YTD | +0.3% | +10.2% | -9.9% | -6.8% |
| 1Y | -6.4% | +28.2% | -34.6% | -20.1% |
| 3Y | +43.1% | +134.9% | -91.8% | -16.7% |
| 5Y | +42.1% | +253.6% | -211.5% | -36.9% |
| 10Y | +220.9% | +804.7% | -583.8% | -34.5% |
| All | +2,316.3% | +2,931.9% | -615.7% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling