+2,204.1%
ETN vs ICE
+2,279.0%
-74.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.4% |
| 7D | +8.0% | -1.2% | +9.2% | +8.4% |
| 30D | -5.9% | +5.0% | -10.9% | -7.5% |
| 3M | +5.0% | +13.9% | -8.9% | -0.1% |
| 6M | +22.4% | -4.4% | +26.8% | +22.8% |
| YTD | +33.6% | -1.9% | +35.6% | +32.2% |
| 1Y | +22.1% | -8.1% | +30.2% | +23.2% |
| 3Y | +85.6% | +42.5% | +43.1% | +61.6% |
| 5Y | +179.2% | +40.6% | +138.6% | +142.7% |
| 10Y | +687.3% | +217.1% | +470.2% | +436.8% |
| All | +2,204.1% | +2,279.0% | -74.9% | +941.5% |
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 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