+65.9%
ICE vs RF
+104.8%
-38.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +12.9% | +6.0% | +6.9% | +11.6% |
| 3M | +15.4% | -8.9% | +24.3% | +17.4% |
| 6M | +13.1% | +2.3% | +10.8% | +12.4% |
| YTD | +7.5% | +7.6% | -0.1% | +5.3% |
| 1Y | +18.3% | +21.2% | -2.8% | +13.1% |
| 3Y | +65.9% | +108.5% | -42.6% | +42.2% |
| All | +65.9% | +104.8% | -38.9% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling