+59.0%
ICE vs SOUN
-60.0%
+119.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.4% |
| 7D | +3.6% | -15.1% | +18.7% | +3.9% |
| 30D | +15.1% | -23.0% | +38.0% | +15.5% |
| 3M | +15.4% | -53.3% | +68.7% | +16.7% |
| 6M | +16.1% | -58.6% | +74.7% | +17.6% |
| YTD | +11.4% | -65.0% | +76.3% | +12.8% |
| 1Y | +18.5% | -71.4% | +89.9% | +20.3% |
| 3Y | +70.5% | +75.4% | -4.8% | +67.4% |
| All | +59.0% | -60.0% | +119.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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