+219.8%
ARM vs ICE
+60.0%
+159.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.4% | +9.7% | +11.5% |
| 7D | +6.0% | +3.2% | +2.8% | +5.3% |
| 30D | -20.3% | +14.7% | -35.0% | -23.4% |
| 3M | -24.4% | +19.8% | -44.2% | -28.7% |
| 6M | -4.4% | +15.2% | -19.6% | -7.0% |
| YTD | +86.0% | +12.7% | +73.4% | +79.6% |
| 1Y | +35.8% | +20.4% | +15.4% | +22.1% |
| 3Y | +289.1% | +70.8% | +218.3% | +102.9% |
| All | +219.8% | +60.0% | +159.8% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling