+85.5%
ETN vs ICE
+41.6%
+43.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.9% |
| 7D | +3.5% | -2.4% | +5.9% | +3.8% |
| 30D | -7.5% | +4.0% | -11.5% | -8.0% |
| 3M | +8.3% | +13.7% | -5.3% | +6.4% |
| 6M | +20.2% | +0.9% | +19.2% | +21.2% |
| YTD | +34.7% | -2.1% | +36.8% | +35.7% |
| 1Y | +19.4% | -9.5% | +29.0% | +25.2% |
| 3Y | +85.5% | +42.1% | +43.4% | +46.5% |
| All | +85.5% | +41.6% | +43.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling