+256.4%
ARM vs ICE
+65.5%
+190.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.5% |
| 7D | -5.3% | +1.0% | -6.3% | -5.5% |
| 30D | -30.0% | +11.4% | -41.5% | -32.0% |
| 3M | -34.1% | +16.2% | -50.2% | -37.1% |
| 6M | -12.6% | +12.5% | -25.1% | -14.5% |
| YTD | +70.4% | +8.6% | +61.9% | +67.0% |
| 1Y | +22.3% | +18.4% | +3.9% | +9.2% |
| All | +256.4% | +65.5% | +190.9% | +85.0% |
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