+20.3%
ARM vs ICE
+18.6%
+1.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +7.3% |
| 7D | -5.3% | +1.0% | -6.3% | -4.7% |
| 30D | -30.0% | +11.4% | -41.5% | -24.9% |
| 3M | -34.1% | +16.2% | -50.2% | -27.5% |
| 6M | -12.6% | +12.5% | -25.1% | -0.1% |
| YTD | +70.4% | +8.6% | +61.9% | +96.1% |
| All | +20.3% | +18.6% | +1.7% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling