+3,800.0%
FIX vs ICE
+258.3%
+3,541.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +8.9% |
| 7D | -7.2% | +1.0% | -8.3% | -7.9% |
| 30D | -35.1% | +11.4% | -46.5% | -39.0% |
| 3M | -34.3% | +16.2% | -50.4% | -39.7% |
| 6M | -42.9% | +12.5% | -55.4% | -47.2% |
| YTD | +19.5% | +8.6% | +10.9% | +10.6% |
| 1Y | +16.8% | +18.4% | -1.6% | +2.6% |
| 3Y | +506.7% | +66.4% | +440.3% | +327.7% |
| 5Y | +1,046.7% | +37.2% | +1,009.5% | +792.2% |
| 10Y | +3,800.0% | +244.8% | +3,555.1% | +1,736.6% |
| All | +3,800.0% | +258.3% | +3,541.7% | +1,736.6% |
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 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