+56.7%
ICE vs PL
+45.6%
+11.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +3.2% | +5.6% | -2.4% | +2.8% |
| 30D | +12.9% | -16.9% | +29.9% | +13.7% |
| 3M | +17.5% | -38.2% | +55.8% | +19.9% |
| 6M | +14.0% | -63.4% | +77.4% | +18.8% |
| YTD | +10.0% | -27.6% | +37.7% | +9.1% |
| 1Y | +19.5% | +6.6% | +13.0% | +15.3% |
| 3Y | +66.8% | +557.6% | -490.8% | +33.6% |
| 5Y | +40.3% | +39.5% | +0.9% | +21.0% |
| All | +56.7% | +45.6% | +11.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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