+152.7%
ICE vs REPL
+35.1%
+117.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.2% |
| 7D | +2.0% | +22.8% | -20.7% | +1.6% |
| 30D | +12.9% | +63.8% | -50.9% | +11.7% |
| 3M | +15.4% | +68.1% | -52.7% | +14.1% |
| 6M | +13.1% | +528.5% | -515.4% | +5.7% |
| YTD | +7.5% | +122.4% | -115.0% | +1.9% |
| 1Y | +18.3% | +154.4% | -136.0% | +11.6% |
| 3Y | +65.9% | +68.0% | -2.1% | +42.9% |
| 5Y | +35.2% | -35.4% | +70.6% | +22.0% |
| All | +152.7% | +35.1% | +117.6% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling