+58.6%
ICE vs PL
+40.9%
+17.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +3.6% | +10.0% | -6.4% | +3.1% |
| 30D | +15.1% | -2.3% | +17.4% | +15.0% |
| 3M | +15.4% | -44.2% | +59.6% | +18.3% |
| 6M | +16.1% | -66.1% | +82.2% | +21.5% |
| YTD | +11.4% | -30.0% | +41.3% | +10.6% |
| 1Y | +18.5% | +21.0% | -2.6% | +13.4% |
| 3Y | +70.5% | +516.5% | -446.0% | +37.2% |
| 5Y | +40.9% | +32.0% | +8.9% | +22.1% |
| All | +58.6% | +40.9% | +17.7% | +35.9% |
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