+20.6%
ICE vs RF
+25.4%
-4.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +12.2% | +2.3% | +9.9% | +11.7% |
| 30D | +15.0% | +7.2% | +7.7% | +13.5% |
| 3M | +17.6% | -8.2% | +25.8% | +19.0% |
| 6M | +12.6% | +7.0% | +5.6% | +11.0% |
| YTD | +9.1% | +10.3% | -1.2% | +4.4% |
| 1Y | +20.6% | +25.1% | -4.5% | +8.9% |
| All | +20.6% | +25.4% | -4.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling