+264.9%
ICE vs RF
+223.4%
+41.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | +15.1% | +7.3% | +7.8% | +13.0% |
| 3M | +15.4% | -7.9% | +23.3% | +17.8% |
| 6M | +16.1% | +10.5% | +5.6% | +13.0% |
| YTD | +11.4% | +9.6% | +1.7% | +8.1% |
| 1Y | +18.5% | +20.3% | -1.8% | +12.2% |
| 3Y | +70.5% | +119.5% | -49.0% | +35.2% |
| 5Y | +40.9% | +48.2% | -7.3% | +21.0% |
| All | +264.9% | +223.4% | +41.5% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling