+243.2%
INTC vs ICE
+217.4%
+25.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.4% |
| 7D | +9.4% | -5.3% | +14.8% | +12.0% |
| 30D | +2.7% | +3.0% | -0.3% | +0.9% |
| 3M | -6.3% | +11.4% | -17.7% | -12.3% |
| 6M | +114.5% | -2.0% | +116.5% | +113.2% |
| YTD | +171.9% | -3.1% | +175.0% | +169.4% |
| 1Y | +305.0% | -8.4% | +313.4% | +311.5% |
| 3Y | +168.3% | +40.7% | +127.6% | +110.9% |
| 5Y | +102.3% | +40.0% | +62.3% | +56.4% |
| All | +243.2% | +217.4% | +25.8% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling