+40.0%
ICE vs PSX
+357.6%
-317.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -5.3% | +1.5% | -6.8% | -5.5% |
| 30D | +3.0% | +15.8% | -12.8% | +1.4% |
| 3M | +11.4% | +43.0% | -31.6% | +7.2% |
| 6M | -2.0% | +61.1% | -63.1% | -7.1% |
| YTD | -3.1% | +104.5% | -107.7% | -10.7% |
| 1Y | -8.4% | +102.5% | -110.9% | -15.5% |
| 3Y | +40.7% | +133.5% | -92.8% | +26.0% |
| 5Y | +40.0% | +367.0% | -327.0% | +16.2% |
| All | +40.0% | +357.6% | -317.6% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling