+308.9%
INTC vs ICE
+2,600.8%
-2,291.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +6.0% | +3.6% | +2.4% | +4.9% |
| 30D | -39.2% | +15.1% | -54.3% | -42.3% |
| 3M | -42.9% | +15.4% | -58.3% | -46.0% |
| 6M | -50.4% | +16.1% | -66.5% | -53.6% |
| YTD | +61.7% | +11.4% | +50.3% | +52.2% |
| 1Y | +66.1% | +18.5% | +47.7% | +53.2% |
| 3Y | +58.1% | +70.5% | -12.4% | +29.3% |
| 5Y | +27.9% | +40.9% | -13.1% | +10.6% |
| 10Y | +111.1% | +260.6% | -149.4% | +37.7% |
| All | +308.9% | +2,600.8% | -2,291.9% | +68.4% |
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