+948.1%
FIX vs ICE
+34.9%
+913.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.7% |
| 7D | -17.5% | +2.0% | -19.5% | -18.0% |
| 30D | -41.6% | +12.9% | -54.5% | -44.0% |
| 3M | -40.6% | +15.4% | -56.0% | -43.7% |
| 6M | -49.4% | +13.1% | -62.5% | -51.6% |
| YTD | +9.2% | +7.5% | +1.7% | +5.1% |
| 1Y | +6.5% | +18.3% | -11.9% | -2.9% |
| 3Y | +448.7% | +65.9% | +382.8% | +310.0% |
| All | +948.1% | +34.9% | +913.2% | +720.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling