+42.1%
ICE vs QXO
-47.1%
+89.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -2.4% | -7.8% | +5.4% | -2.4% |
| 30D | +4.0% | -18.1% | +22.1% | +4.0% |
| 3M | +13.7% | -25.8% | +39.4% | +13.7% |
| 6M | +0.9% | -41.7% | +42.7% | +1.0% |
| YTD | -2.1% | -36.2% | +34.0% | -2.1% |
| 1Y | -9.5% | -42.1% | +32.6% | -9.5% |
| 3Y | +42.1% | -46.2% | +88.2% | +39.1% |
| All | +42.1% | -47.1% | +89.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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