+208.6%
B vs ICE
+245.5%
-36.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.4% |
| 7D | +7.1% | +3.2% | +3.9% | +6.4% |
| 30D | -3.3% | +12.9% | -16.3% | -6.2% |
| 3M | -2.5% | +17.5% | -20.1% | -6.4% |
| 6M | -7.2% | +14.0% | -21.2% | -10.4% |
| YTD | -7.4% | +10.0% | -17.4% | -10.2% |
| 1Y | +16.4% | +19.5% | -3.1% | +10.5% |
| 3Y | +178.7% | +66.8% | +111.9% | +144.0% |
| 5Y | +121.7% | +40.3% | +81.3% | +97.8% |
| 10Y | +208.6% | +249.7% | -41.1% | +173.5% |
| All | +208.6% | +245.5% | -36.9% | +173.5% |
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