+213.7%
ICE vs PSX
+386.4%
-172.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +4.0% | +15.6% | -11.6% | +1.1% |
| 3M | +13.7% | +46.5% | -32.8% | +5.4% |
| 6M | +0.9% | +55.0% | -54.1% | -7.7% |
| YTD | -2.1% | +105.3% | -107.4% | -15.6% |
| 1Y | -9.5% | +101.6% | -111.1% | -21.9% |
| 3Y | +42.1% | +134.1% | -92.1% | +16.5% |
| 5Y | +41.4% | +368.7% | -327.3% | -4.5% |
| All | +213.7% | +386.4% | -172.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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