+297.3%
F vs ICE
+2,331.7%
-2,034.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.2% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +4.6% | +7.6% | -3.0% | +1.8% |
| 3M | -3.7% | +13.9% | -17.6% | -8.5% |
| 6M | +16.8% | -2.4% | +19.2% | +17.0% |
| YTD | +15.3% | +0.3% | +15.0% | +13.8% |
| 1Y | +31.0% | -6.4% | +37.4% | +32.3% |
| 3Y | +45.4% | +43.1% | +2.3% | +24.9% |
| 5Y | +54.7% | +42.1% | +12.6% | +32.9% |
| 10Y | +98.2% | +220.9% | -122.7% | +27.2% |
| All | +297.3% | +2,331.7% | -2,034.4% | +53.9% |
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