+285.3%
ICE vs PR
+169.5%
+115.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -0.7% | +2.9% | -3.6% | -0.8% |
| 30D | +7.6% | +18.0% | -10.4% | +7.0% |
| 3M | +13.9% | +16.9% | -2.9% | +13.2% |
| 6M | -2.4% | +28.2% | -30.6% | -3.3% |
| YTD | +0.3% | +69.3% | -69.1% | -1.8% |
| 1Y | -6.4% | +69.5% | -75.9% | -8.4% |
| 3Y | +43.1% | +81.7% | -38.6% | +39.1% |
| 5Y | +42.1% | +422.2% | -380.1% | +33.4% |
| 10Y | +220.9% | +110.4% | +110.6% | +210.5% |
| All | +285.3% | +169.5% | +115.8% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling