-60.4%
C vs ICE
+2,506.4%
-2,566.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -2.4% | +2.0% | -4.4% | -3.5% |
| 30D | -6.0% | +12.9% | -18.9% | -12.3% |
| 3M | -10.5% | +15.4% | -26.0% | -17.8% |
| 6M | -5.7% | +13.1% | -18.8% | -13.1% |
| YTD | +4.1% | +7.5% | -3.3% | -2.1% |
| 1Y | +20.5% | +18.3% | +2.2% | +7.3% |
| 3Y | +208.1% | +65.9% | +142.2% | +125.6% |
| 5Y | +110.4% | +35.2% | +75.2% | +69.6% |
| 10Y | +234.6% | +266.7% | -32.1% | +56.7% |
| All | -60.4% | +2,506.4% | -2,566.8% | -90.1% |
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