+111.9%
INTC vs ICE
+259.6%
-147.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +6.0% | +3.6% | +2.4% | +4.6% |
| 30D | -39.2% | +15.1% | -54.3% | -43.3% |
| 3M | -42.9% | +15.4% | -58.3% | -47.2% |
| 6M | -50.4% | +16.1% | -66.5% | -54.7% |
| YTD | +61.7% | +11.4% | +50.3% | +49.2% |
| 1Y | +66.1% | +18.5% | +47.7% | +47.7% |
| 3Y | +58.1% | +70.5% | -12.4% | +12.2% |
| 5Y | +27.9% | +40.9% | -13.1% | -0.5% |
| All | +111.9% | +259.6% | -147.7% | +10.1% |
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