+18.0%
ICE vs S
+38.4%
-20.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.6% |
| 7D | +1.0% | +1.6% | -0.5% | +0.9% |
| 30D | +11.4% | -10.5% | +21.9% | +12.1% |
| 3M | +16.2% | +9.9% | +6.3% | +14.7% |
| 6M | +12.5% | +41.8% | -29.3% | +7.8% |
| YTD | +8.6% | +56.8% | -48.2% | +1.9% |
| All | +18.0% | +38.4% | -20.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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