+67.2%
F vs ICE
+258.3%
-191.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.1% |
| 7D | -3.9% | +2.2% | -6.1% | -5.0% |
| 30D | -0.5% | +13.7% | -14.2% | -6.8% |
| 3M | -12.9% | +17.9% | -30.8% | -20.1% |
| 6M | +1.5% | +15.0% | -13.4% | -6.0% |
| YTD | -5.0% | +10.9% | -16.0% | -11.7% |
| 1Y | -7.3% | +17.0% | -24.3% | -16.3% |
| 3Y | +45.3% | +68.2% | -22.9% | +3.7% |
| 5Y | -15.8% | +40.4% | -56.2% | -34.7% |
| All | +67.2% | +258.3% | -191.1% | -21.6% |
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