+53.9%
F vs ICE
+42.3%
+11.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.4% |
| 7D | +5.3% | -0.7% | +6.0% | +5.6% |
| 30D | +4.6% | +7.6% | -3.0% | +1.0% |
| 3M | -3.7% | +13.9% | -17.6% | -9.7% |
| 6M | +16.8% | -2.4% | +19.2% | +17.8% |
| YTD | +15.3% | +0.3% | +15.0% | +13.5% |
| 1Y | +31.0% | -6.4% | +37.4% | +34.0% |
| 3Y | +45.4% | +43.1% | +2.3% | +9.7% |
| All | +53.9% | +42.3% | +11.7% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling