+185.4%
ARM vs ICE
+56.3%
+129.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.9% |
| 7D | -10.4% | +3.2% | -13.5% | -11.0% |
| 30D | -31.8% | +12.9% | -44.8% | -34.3% |
| 3M | -32.2% | +17.5% | -49.8% | -35.9% |
| 6M | -14.9% | +14.0% | -28.9% | -17.6% |
| YTD | +66.0% | +10.0% | +56.0% | +61.2% |
| 1Y | +17.2% | +19.5% | -2.3% | +4.1% |
| 3Y | +247.2% | +66.8% | +180.5% | +82.0% |
| All | +185.4% | +56.3% | +129.1% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling