+27.8%
INTC vs ICE
+40.5%
-12.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +6.0% | +3.6% | +2.4% | +5.3% |
| 30D | -39.2% | +15.1% | -54.3% | -41.6% |
| 3M | -42.9% | +15.4% | -58.3% | -45.4% |
| 6M | -50.4% | +16.1% | -66.5% | -52.6% |
| YTD | +61.7% | +11.4% | +50.3% | +55.8% |
| 1Y | +66.1% | +18.5% | +47.7% | +54.3% |
| 3Y | +58.1% | +70.5% | -12.4% | +15.2% |
| All | +27.8% | +40.5% | -12.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling