+18.5%
ICE vs RF
+18.9%
-0.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +3.6% | +1.9% | +1.7% | +3.2% |
| 30D | +15.1% | +7.3% | +7.8% | +13.7% |
| 3M | +15.4% | -7.9% | +23.3% | +16.6% |
| 6M | +16.1% | +10.5% | +5.6% | +14.1% |
| YTD | +11.4% | +9.6% | +1.7% | +6.6% |
| 1Y | +18.5% | +20.3% | -1.8% | +8.1% |
| All | +18.5% | +18.9% | -0.4% | +8.1% |
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