+264.9%
ICE vs PSX
+368.0%
-103.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +3.6% | +7.8% | -4.2% | +2.2% |
| 30D | +15.1% | -10.9% | +26.0% | +17.4% |
| 3M | +15.4% | +14.5% | +0.9% | +12.1% |
| 6M | +16.1% | +56.1% | -40.0% | +6.1% |
| YTD | +11.4% | +109.6% | -98.2% | -4.5% |
| 1Y | +18.5% | +95.5% | -77.1% | +2.9% |
| 3Y | +70.5% | +156.2% | -85.7% | +37.2% |
| 5Y | +40.9% | +310.0% | -269.1% | -1.0% |
| All | +264.9% | +368.0% | -103.2% | +115.6% |
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