+303.0%
ICE vs QSR
+206.0%
+97.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -0.9% | -2.4% | +1.5% | -0.1% |
| 30D | +4.0% | +5.7% | -1.7% | +2.3% |
| 3M | +11.0% | +6.9% | +4.0% | +8.7% |
| 6M | -5.0% | +6.9% | -11.8% | -7.0% |
| YTD | -2.7% | +14.9% | -17.6% | -6.9% |
| 1Y | -8.6% | +29.1% | -37.7% | -15.6% |
| 3Y | +41.4% | +26.1% | +15.2% | +29.7% |
| 5Y | +39.9% | +42.3% | -2.5% | +22.7% |
| 10Y | +214.9% | +134.0% | +80.9% | +130.3% |
| All | +303.0% | +206.0% | +97.0% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling