+18.5%
ICE vs S
+30.9%
-12.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.6% | +2.0% | +1.6% | +3.5% |
| 30D | +15.1% | -2.7% | +17.8% | +15.0% |
| 3M | +15.4% | -6.9% | +22.3% | +15.5% |
| 6M | +16.1% | +38.1% | -21.9% | +11.3% |
| YTD | +11.4% | +48.0% | -36.6% | +4.8% |
| 1Y | +18.5% | +34.5% | -16.0% | +12.5% |
| All | +18.5% | +30.9% | -12.4% | +12.5% |
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