+238.1%
F vs ICE
+2,506.4%
-2,268.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +1.6% | +2.0% | -0.5% | +0.8% |
| 30D | +2.6% | +12.9% | -10.3% | -1.8% |
| 3M | -8.8% | +15.4% | -24.2% | -13.6% |
| 6M | +4.6% | +13.1% | -8.5% | -0.5% |
| YTD | -1.9% | +7.5% | -9.4% | -5.7% |
| 1Y | -0.8% | +18.3% | -19.1% | -7.9% |
| 3Y | +43.5% | +65.9% | -22.4% | +16.6% |
| 5Y | -12.1% | +35.2% | -47.3% | -23.1% |
| 10Y | +83.6% | +266.7% | -183.1% | +12.4% |
| All | +238.1% | +2,506.4% | -2,268.3% | +27.6% |
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 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