+222.7%
B vs ICE
+258.7%
-36.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | -2.7% | +3.2% | -5.9% | -3.4% |
| 30D | -4.3% | +14.7% | -19.1% | -7.5% |
| 3M | -2.3% | +19.8% | -22.1% | -6.5% |
| 6M | -16.2% | +15.2% | -31.5% | -19.3% |
| YTD | -8.8% | +12.7% | -21.5% | -12.1% |
| 1Y | +11.4% | +20.4% | -9.0% | +5.6% |
| 3Y | +174.3% | +70.8% | +103.5% | +139.1% |
| 5Y | +116.2% | +43.9% | +72.2% | +91.9% |
| 10Y | +222.7% | +264.8% | -42.0% | +197.6% |
| All | +222.7% | +258.7% | -36.0% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling