+193.4%
B vs ICE
+216.5%
-23.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +1.4% | +5.0% | -3.6% | +0.2% |
| 3M | +12.2% | +13.9% | -1.7% | +8.6% |
| 6M | -2.1% | -4.4% | +2.3% | -1.3% |
| YTD | +2.9% | -1.9% | +4.9% | +2.7% |
| 1Y | +55.3% | -8.1% | +63.4% | +57.3% |
| 3Y | +198.7% | +42.5% | +156.2% | +172.1% |
| 5Y | +153.8% | +40.6% | +113.1% | +128.0% |
| 10Y | +193.4% | +217.1% | -23.7% | +184.5% |
| All | +193.4% | +216.5% | -23.1% | +184.5% |
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