+46.0%
F vs ICE
+44.6%
+1.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.9% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +4.6% | +7.6% | -3.0% | +2.7% |
| 3M | -3.7% | +13.9% | -17.6% | -6.6% |
| 6M | +16.8% | -2.4% | +19.2% | +18.1% |
| YTD | +15.3% | +0.3% | +15.0% | +14.8% |
| 1Y | +31.0% | -6.4% | +37.4% | +34.2% |
| All | +46.0% | +44.6% | +1.4% | +8.5% |
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