+607.1%
ICE vs PSX
+1,139.4%
-532.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.7% | +4.5% | -5.2% | -1.6% |
| 30D | +7.6% | +26.6% | -19.0% | +2.4% |
| 3M | +13.9% | +39.3% | -25.3% | +6.2% |
| 6M | -2.4% | +56.8% | -59.2% | -11.5% |
| YTD | +0.3% | +101.8% | -101.6% | -14.1% |
| 1Y | -6.4% | +99.6% | -106.0% | -19.8% |
| 3Y | +43.1% | +140.3% | -97.2% | +15.2% |
| 5Y | +42.1% | +339.3% | -297.2% | -4.0% |
| 10Y | +220.9% | +369.9% | -148.9% | +92.2% |
| All | +607.1% | +1,139.4% | -532.4% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling