+41.3%
ICE vs PSX
+134.3%
-93.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | +4.0% | +21.6% | -17.7% | +1.9% |
| 3M | +11.0% | +46.5% | -35.5% | +6.6% |
| 6M | -5.0% | +62.0% | -67.0% | -9.8% |
| YTD | -2.7% | +106.3% | -109.0% | -10.3% |
| 1Y | -8.6% | +103.0% | -111.6% | -15.7% |
| All | +41.3% | +134.3% | -93.0% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling