+166.1%
B vs ICE
+65.6%
+100.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +9.6% | +2.0% | +7.6% | +9.1% |
| 30D | +3.5% | +12.9% | -9.4% | +0.2% |
| 3M | -1.6% | +15.4% | -17.0% | -5.3% |
| 6M | -1.7% | +13.1% | -14.8% | -5.0% |
| YTD | -5.3% | +7.5% | -12.8% | -8.2% |
| 1Y | +27.2% | +18.3% | +8.9% | +18.9% |
| 3Y | +166.1% | +65.9% | +100.2% | +109.6% |
| All | +166.1% | +65.6% | +100.5% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling