+161.8%
ICE vs REPL
+36.8%
+125.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | +15.1% | +92.2% | -77.1% | +13.5% |
| 3M | +15.4% | +44.1% | -28.7% | +14.4% |
| 6M | +16.1% | +313.0% | -296.9% | +10.3% |
| YTD | +11.4% | +125.2% | -113.9% | +5.6% |
| 1Y | +18.5% | +143.8% | -125.3% | +11.9% |
| 3Y | +70.5% | +104.2% | -33.7% | +44.8% |
| 5Y | +40.9% | -34.5% | +75.5% | +27.1% |
| All | +161.8% | +36.8% | +125.0% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling