+136.9%
B vs ICE
+2,331.7%
-2,194.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | +7.6% | +1.8% | +8.2% |
| 3M | +5.0% | +13.9% | -9.0% | +2.7% |
| 6M | -3.5% | -2.4% | -1.2% | -3.4% |
| YTD | +4.5% | +0.3% | +4.2% | +4.0% |
| 1Y | +67.8% | -6.4% | +74.2% | +68.7% |
| 3Y | +196.7% | +43.1% | +153.6% | +179.0% |
| 5Y | +151.9% | +42.1% | +109.8% | +135.7% |
| 10Y | +202.2% | +220.9% | -18.8% | +148.3% |
| All | +136.9% | +2,331.7% | -2,194.9% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling