+86.4%
F vs ICE
+216.5%
-130.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -3.1% |
| 7D | +1.2% | -1.2% | +2.3% | +1.7% |
| 30D | +1.2% | +5.0% | -3.7% | -1.3% |
| 3M | -5.7% | +13.9% | -19.5% | -12.2% |
| 6M | +17.9% | -4.4% | +22.4% | +19.7% |
| YTD | +10.4% | -1.9% | +12.3% | +9.5% |
| 1Y | +25.3% | -8.1% | +33.5% | +28.6% |
| 3Y | +37.5% | +42.5% | -5.0% | +7.6% |
| 5Y | +46.5% | +40.6% | +5.9% | +13.4% |
| 10Y | +86.4% | +217.1% | -130.7% | +0.1% |
| All | +86.4% | +216.5% | -130.1% | +0.1% |
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