+65.9%
ICE vs PL
+455.3%
-389.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -1.3% |
| 7D | +2.0% | -6.8% | +8.9% | +2.2% |
| 30D | +12.9% | -29.3% | +42.2% | +13.9% |
| 3M | +15.4% | -44.8% | +60.2% | +17.3% |
| 6M | +13.1% | -68.4% | +81.5% | +16.8% |
| YTD | +7.5% | -36.4% | +43.8% | +7.1% |
| 1Y | +18.3% | +0.7% | +17.6% | +15.3% |
| 3Y | +65.9% | +455.3% | -389.4% | +39.4% |
| All | +65.9% | +455.3% | -389.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling