+3,553.2%
FIX vs ICE
+259.6%
+3,293.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | +9.4% | +3.6% | +5.8% | +7.7% |
| 30D | -27.8% | +15.1% | -42.9% | -33.1% |
| 3M | -35.6% | +15.4% | -50.9% | -40.6% |
| 6M | -45.2% | +16.1% | -61.4% | -50.1% |
| YTD | +19.5% | +11.4% | +8.1% | +9.3% |
| 1Y | +24.2% | +18.5% | +5.8% | +9.5% |
| 3Y | +494.2% | +70.5% | +423.6% | +313.8% |
| 5Y | +1,036.1% | +40.9% | +995.2% | +772.4% |
| All | +3,553.2% | +259.6% | +3,293.6% | +1,533.2% |
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 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