+286.5%
C vs ICE
+216.5%
+70.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.7% |
| 7D | +3.2% | -1.2% | +4.3% | +3.9% |
| 30D | +1.3% | +5.0% | -3.7% | -2.0% |
| 3M | +3.1% | +13.9% | -10.8% | -6.1% |
| 6M | +29.6% | -4.4% | +34.0% | +31.8% |
| YTD | +19.0% | -1.9% | +20.9% | +18.0% |
| 1Y | +45.6% | -8.1% | +53.8% | +50.9% |
| 3Y | +269.3% | +42.5% | +226.8% | +177.2% |
| 5Y | +131.6% | +40.6% | +90.9% | +69.0% |
| 10Y | +286.5% | +217.1% | +69.4% | +62.8% |
| All | +286.5% | +216.5% | +70.0% | +62.8% |
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