+54.7%
ICE vs PL
+46.6%
+8.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.5% | -13.5% | +0.4% |
| 7D | +1.0% | +10.9% | -9.9% | +0.4% |
| 30D | +11.4% | -16.4% | +27.8% | +12.2% |
| 3M | +16.2% | -39.9% | +56.1% | +18.7% |
| 6M | +12.5% | -63.2% | +75.7% | +17.2% |
| YTD | +8.6% | -27.1% | +35.7% | +7.6% |
| 1Y | +18.4% | +12.2% | +6.2% | +13.8% |
| 3Y | +66.4% | +584.3% | -517.9% | +32.9% |
| 5Y | +37.2% | +37.0% | +0.2% | +18.8% |
| All | +54.7% | +46.6% | +8.0% | +32.3% |
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