+34.3%
ARM vs ICE
+18.5%
+15.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -2.6% |
| 7D | +19.8% | +2.2% | +17.6% | +21.2% |
| 30D | -21.8% | +13.7% | -35.5% | -15.2% |
| 3M | -26.5% | +17.9% | -44.4% | -18.7% |
| 6M | -3.9% | +15.0% | -18.9% | +11.3% |
| YTD | +82.8% | +10.9% | +71.8% | +112.8% |
| 1Y | +34.3% | +17.0% | +17.3% | +57.9% |
| All | +34.3% | +18.5% | +15.8% | +57.9% |
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