+2,515.8%
ICE vs RF
+62.1%
+2,453.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +6.7% | -1.6% | +8.3% | +7.2% |
| 30D | +13.4% | +5.0% | +8.3% | +11.8% |
| 3M | +16.5% | -10.0% | +26.5% | +20.1% |
| 6M | +12.8% | +3.3% | +9.5% | +11.5% |
| YTD | +8.5% | +7.9% | +0.6% | +5.4% |
| 1Y | +20.6% | +21.2% | -0.6% | +13.1% |
| 3Y | +67.4% | +105.8% | -38.4% | +31.3% |
| 5Y | +36.6% | +43.7% | -7.2% | +15.7% |
| 10Y | +270.4% | +289.4% | -19.0% | +110.8% |
| All | +2,515.8% | +62.1% | +2,453.7% | +1,557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling