+128.8%
ICE vs REPL
-9.7%
+138.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -0.9% | -9.6% | +8.7% | -0.7% |
| 30D | +4.0% | +5.7% | -1.7% | +3.8% |
| 3M | +11.0% | +56.4% | -45.4% | +8.9% |
| 6M | -5.0% | +67.4% | -72.4% | -9.2% |
| YTD | -2.7% | +48.7% | -51.4% | -6.9% |
| 1Y | -8.6% | +148.3% | -156.9% | -15.9% |
| 3Y | +41.4% | -26.7% | +68.0% | +26.9% |
| 5Y | +39.9% | -54.1% | +94.0% | +26.7% |
| All | +128.8% | -9.7% | +138.5% | +82.3% |
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