+214.8%
B vs ICE
+259.6%
-44.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -7.3% | +3.6% | -10.9% | -8.1% |
| 30D | -3.3% | +15.1% | -18.4% | -6.6% |
| 3M | -7.8% | +15.4% | -23.1% | -11.0% |
| 6M | -15.5% | +16.1% | -31.7% | -18.8% |
| YTD | -12.3% | +11.4% | -23.6% | -15.2% |
| 1Y | +5.4% | +18.5% | -13.1% | +0.3% |
| 3Y | +165.5% | +70.5% | +95.0% | +131.6% |
| 5Y | +107.0% | +40.9% | +66.1% | +84.7% |
| All | +214.8% | +259.6% | -44.8% | +197.4% |
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