+268.6%
ARM vs ICE
+69.4%
+199.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +9.1% | +3.6% | +5.5% | +8.4% |
| 30D | -19.9% | +15.1% | -35.0% | -22.8% |
| 3M | -31.6% | +15.4% | -47.0% | -34.3% |
| 6M | -13.9% | +16.1% | -30.0% | -16.5% |
| YTD | +74.3% | +11.4% | +62.9% | +70.0% |
| 1Y | +35.8% | +18.5% | +17.3% | +23.9% |
| 3Y | +268.6% | +70.5% | +198.1% | +94.6% |
| All | +268.6% | +69.4% | +199.2% | +94.6% |
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