+3,759.0%
FIX vs ICE
+258.7%
+3,500.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +3.9% |
| 7D | +6.4% | +3.2% | +3.2% | +4.9% |
| 30D | -29.1% | +14.7% | -43.8% | -34.2% |
| 3M | -31.1% | +19.8% | -50.9% | -37.7% |
| 6M | -42.8% | +15.2% | -58.0% | -47.6% |
| YTD | +24.6% | +12.7% | +12.0% | +13.5% |
| 1Y | +21.9% | +20.4% | +1.5% | +6.6% |
| 3Y | +524.9% | +70.8% | +454.2% | +335.7% |
| 5Y | +1,092.2% | +43.9% | +1,048.3% | +805.1% |
| 10Y | +3,759.0% | +264.8% | +3,494.3% | +1,642.8% |
| All | +3,759.0% | +258.7% | +3,500.3% | +1,642.8% |
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