+17.0%
ICE vs PR
+76.2%
-59.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.5% |
| 7D | +2.2% | +6.7% | -4.5% | +2.3% |
| 30D | +13.7% | -6.1% | +19.8% | +13.5% |
| 3M | +17.9% | +6.9% | +11.1% | +17.8% |
| 6M | +15.0% | +14.6% | +0.4% | +14.9% |
| YTD | +10.9% | +66.1% | -55.2% | +9.7% |
| 1Y | +17.0% | +77.0% | -60.0% | +14.1% |
| All | +17.0% | +76.2% | -59.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling