+2,105.4%
FIX vs ICE
+42.3%
+2,063.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | -7.2% | +7.6% | -14.9% | -9.8% |
| 3M | -15.9% | +13.9% | -29.8% | -20.2% |
| 6M | +12.7% | -2.4% | +15.1% | +14.1% |
| YTD | +72.8% | +0.3% | +72.5% | +70.5% |
| 1Y | +122.9% | -6.4% | +129.3% | +128.3% |
| 3Y | +774.3% | +43.1% | +731.2% | +598.2% |
| All | +2,105.4% | +42.3% | +2,063.2% | +1,574.9% |
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