+228.9%
ARM vs ICE
+65.6%
+163.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | -15.2% | +2.0% | -17.2% | -15.6% |
| 30D | -40.7% | +12.9% | -53.6% | -42.7% |
| 3M | -39.1% | +15.4% | -54.5% | -41.9% |
| 6M | -26.4% | +13.1% | -39.5% | -28.8% |
| YTD | +59.7% | +7.5% | +52.3% | +56.8% |
| 1Y | +10.3% | +18.3% | -8.0% | -2.5% |
| 3Y | +228.9% | +65.9% | +162.9% | +60.9% |
| All | +228.9% | +65.6% | +163.3% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling