+706.7%
ETN vs ICE
+220.6%
+486.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.5% |
| 7D | +3.5% | -2.4% | +5.9% | +4.8% |
| 30D | -7.5% | +4.0% | -11.5% | -9.6% |
| 3M | +8.3% | +13.7% | -5.3% | +0.2% |
| 6M | +20.2% | +0.9% | +19.2% | +17.7% |
| YTD | +34.7% | -2.1% | +36.8% | +32.5% |
| 1Y | +19.4% | -9.5% | +29.0% | +22.8% |
| 3Y | +85.5% | +42.1% | +43.4% | +42.2% |
| 5Y | +186.6% | +41.4% | +145.2% | +115.3% |
| All | +706.7% | +220.6% | +486.0% | +266.5% |
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