+1,051.1%
FIX vs ICE
+41.1%
+1,009.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +16.9% | +2.2% | +14.7% | +16.3% |
| 30D | -30.6% | +13.7% | -44.4% | -33.5% |
| 3M | -35.1% | +17.9% | -53.0% | -38.7% |
| 6M | -44.0% | +15.0% | -59.0% | -46.5% |
| YTD | +21.0% | +10.9% | +10.1% | +15.6% |
| 1Y | +16.2% | +17.0% | -0.8% | +7.7% |
| 3Y | +506.9% | +68.2% | +438.7% | +354.4% |
| 5Y | +1,051.1% | +40.4% | +1,010.7% | +790.7% |
| All | +1,051.1% | +41.1% | +1,009.9% | +790.7% |
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