+42.1%
ICE vs QSR
+25.8%
+16.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.4% | -4.0% | +1.6% | -1.4% |
| 30D | +4.0% | +2.8% | +1.3% | +3.4% |
| 3M | +13.7% | +5.1% | +8.6% | +12.3% |
| 6M | +0.9% | +8.8% | -7.9% | -1.1% |
| YTD | -2.1% | +14.8% | -17.0% | -5.3% |
| 1Y | -9.5% | +25.7% | -35.2% | -14.3% |
| 3Y | +42.1% | +27.5% | +14.6% | +33.3% |
| All | +42.1% | +25.8% | +16.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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