+244.8%
ICE vs PR
+66.7%
+178.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.0% | -12.4% | +13.4% | +1.5% |
| 30D | +11.4% | -6.6% | +18.0% | +11.6% |
| 3M | +16.2% | +7.5% | +8.7% | +15.8% |
| 6M | +12.5% | +10.8% | +1.7% | +11.9% |
| YTD | +8.6% | +57.0% | -48.5% | +6.6% |
| 1Y | +18.4% | +67.9% | -49.6% | +15.9% |
| 3Y | +66.4% | +87.6% | -21.2% | +61.6% |
| 5Y | +37.2% | +220.4% | -183.2% | +30.1% |
| 10Y | +244.8% | +64.8% | +180.0% | +236.9% |
| All | +244.8% | +66.7% | +178.1% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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