+57.4%
INTC vs ICE
+21.0%
+36.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -1.9% |
| 7D | -39.0% | +12.2% | -51.2% | -32.9% |
| 30D | -49.8% | +15.0% | -64.8% | -43.9% |
| 3M | -42.2% | +17.6% | -59.9% | -34.6% |
| 6M | -39.2% | +12.6% | -51.8% | -27.7% |
| YTD | +57.9% | +9.1% | +48.8% | +87.7% |
| 1Y | +57.4% | +20.6% | +36.8% | +87.2% |
| All | +57.4% | +21.0% | +36.3% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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