-9.5%
ICE vs PSX
+103.3%
-112.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | +4.0% | +15.6% | -11.6% | +2.9% |
| 3M | +13.7% | +46.5% | -32.8% | +10.4% |
| 6M | +0.9% | +55.0% | -54.1% | -2.7% |
| YTD | -2.1% | +105.3% | -107.4% | -8.4% |
| 1Y | -9.5% | +101.6% | -111.1% | -15.6% |
| All | -9.5% | +103.3% | -112.8% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling