+45.0%
ICE vs S
-56.8%
+101.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.7% | -7.7% | +7.0% | +0.1% |
| 30D | +7.6% | -5.3% | +13.0% | +8.0% |
| 3M | +13.9% | +20.3% | -6.3% | +11.5% |
| 6M | -2.4% | +47.4% | -49.7% | -6.6% |
| YTD | +0.3% | +32.5% | -32.3% | -3.3% |
| 1Y | -6.4% | +9.5% | -15.9% | -8.3% |
| 3Y | +43.1% | +15.5% | +27.6% | +36.2% |
| 5Y | +42.1% | -71.2% | +113.3% | +40.8% |
| All | +45.0% | -56.8% | +101.8% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling