-5.5%
ETN vs ICE
+21.0%
-26.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.3% | -12.2% | -8.9% |
| 7D | -10.1% | +12.2% | -22.3% | -5.9% |
| 30D | -18.4% | +15.0% | -33.3% | -13.8% |
| 3M | -20.4% | +17.6% | -38.0% | -15.2% |
| 6M | -16.0% | +12.6% | -28.6% | -9.3% |
| YTD | +11.8% | +9.1% | +2.7% | +18.1% |
| 1Y | -5.5% | +20.6% | -26.1% | -8.2% |
| All | -5.5% | +21.0% | -26.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling