+556.6%
INTC vs ICE
+2,331.7%
-1,775.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +5.1% |
| 7D | +7.1% | -0.7% | +7.7% | +7.2% |
| 30D | -5.2% | +7.6% | -12.8% | -7.5% |
| 3M | -14.3% | +13.9% | -28.2% | -18.6% |
| 6M | +110.2% | -2.4% | +112.5% | +108.9% |
| YTD | +159.6% | +0.3% | +159.4% | +155.0% |
| 1Y | +289.3% | -6.4% | +295.7% | +289.5% |
| 3Y | +166.1% | +43.1% | +122.9% | +131.9% |
| 5Y | +94.4% | +42.1% | +52.3% | +69.1% |
| 10Y | +227.7% | +220.9% | +6.8% | +123.5% |
| All | +556.6% | +2,331.7% | -1,775.2% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling