+179.9%
INTC vs ICE
+40.8%
+139.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | +18.0% | -0.9% | +18.8% | +17.9% |
| 30D | +8.9% | +4.0% | +5.0% | +8.5% |
| 3M | -1.6% | +11.0% | -12.5% | -2.0% |
| 6M | +133.1% | -5.0% | +138.0% | +142.5% |
| YTD | +187.9% | -2.7% | +190.6% | +194.9% |
| 1Y | +334.7% | -8.6% | +343.3% | +358.3% |
| All | +179.9% | +40.8% | +139.1% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling