+43.9%
ICE vs PL
+38.8%
+5.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +3.2% | +13.4% | -10.1% | +2.6% |
| 30D | +14.7% | -10.2% | +24.9% | +15.1% |
| 3M | +19.8% | -39.5% | +59.3% | +22.4% |
| 6M | +15.2% | -65.7% | +81.0% | +20.6% |
| YTD | +12.7% | -27.3% | +39.9% | +11.7% |
| 1Y | +20.4% | +15.0% | +5.4% | +15.6% |
| 3Y | +70.8% | +560.8% | -490.1% | +36.8% |
| 5Y | +43.9% | +38.4% | +5.5% | +25.2% |
| All | +43.9% | +38.8% | +5.1% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling