+259.6%
ICE vs PR
+66.0%
+193.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +2.0% | -16.4% | +18.4% | +2.6% |
| 30D | +12.9% | -1.9% | +14.8% | +12.9% |
| 3M | +15.4% | +8.0% | +7.5% | +15.0% |
| 6M | +13.1% | +4.1% | +9.0% | +12.8% |
| YTD | +7.5% | +58.7% | -51.2% | +5.4% |
| 1Y | +18.3% | +75.8% | -57.5% | +15.7% |
| 3Y | +65.9% | +73.2% | -7.3% | +61.5% |
| 5Y | +35.2% | +230.1% | -194.9% | +28.1% |
| All | +259.6% | +66.0% | +193.6% | +252.0% |
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