+502.0%
FIX vs ICE
+68.8%
+433.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | +16.9% | +2.2% | +14.7% | +16.9% |
| 30D | -30.6% | +13.7% | -44.4% | -31.2% |
| 3M | -35.1% | +17.9% | -53.0% | -36.0% |
| 6M | -44.0% | +15.0% | -59.0% | -43.5% |
| YTD | +21.0% | +10.9% | +10.1% | +21.5% |
| 1Y | +16.2% | +17.0% | -0.8% | +13.0% |
| All | +502.0% | +68.8% | +433.2% | +336.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling