+3,653.2%
FIX vs ICE
+261.5%
+3,391.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.9% |
| 7D | -17.5% | +2.0% | -19.5% | -18.5% |
| 30D | -41.6% | +12.9% | -54.5% | -45.5% |
| 3M | -40.6% | +15.4% | -56.0% | -45.4% |
| 6M | -49.4% | +13.1% | -62.5% | -53.4% |
| YTD | +9.2% | +7.5% | +1.7% | +1.5% |
| 1Y | +6.5% | +18.3% | -11.9% | -6.7% |
| 3Y | +448.7% | +65.9% | +382.8% | +286.1% |
| 5Y | +948.7% | +35.2% | +913.5% | +720.9% |
| All | +3,653.2% | +261.5% | +3,391.7% | +1,566.4% |
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