+116.0%
INTC vs ICE
+39.3%
+76.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +18.0% | -0.9% | +18.8% | +18.1% |
| 30D | +8.9% | +4.0% | +5.0% | +7.3% |
| 3M | -1.6% | +11.0% | -12.5% | -5.8% |
| 6M | +133.1% | -5.0% | +138.0% | +138.2% |
| YTD | +187.9% | -2.7% | +190.6% | +188.5% |
| 1Y | +334.7% | -8.6% | +343.3% | +348.7% |
| 3Y | +184.2% | +41.4% | +142.8% | +125.5% |
| 5Y | +116.0% | +39.9% | +76.1% | +64.7% |
| All | +116.0% | +39.3% | +76.7% | +64.7% |
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 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