+42.8%
ICE vs PL
+84.9%
-42.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -2.0% |
| 7D | -0.7% | -9.3% | +8.7% | -0.2% |
| 30D | +7.6% | -18.9% | +26.5% | +8.7% |
| 3M | +13.9% | -58.4% | +72.3% | +18.6% |
| 6M | -2.4% | -30.3% | +28.0% | -2.1% |
| YTD | +0.3% | -8.1% | +8.4% | -1.5% |
| 1Y | -6.4% | +180.5% | -186.9% | -15.2% |
| 3Y | +43.1% | +444.1% | -401.0% | +17.6% |
| 5Y | +42.1% | +83.0% | -40.9% | +21.1% |
| All | +42.8% | +84.9% | -42.1% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling