+14,915.1%
FIX vs ICE
+2,568.3%
+12,346.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -13.9% | +3.2% | -17.1% | -14.9% |
| 30D | -35.5% | +12.9% | -48.5% | -38.4% |
| 3M | -33.9% | +17.5% | -51.5% | -37.8% |
| 6M | -43.3% | +14.0% | -57.3% | -46.5% |
| YTD | +18.7% | +10.0% | +8.7% | +12.3% |
| 1Y | +13.8% | +19.5% | -5.8% | +4.8% |
| 3Y | +495.0% | +66.8% | +428.2% | +390.2% |
| 5Y | +1,049.0% | +40.3% | +1,008.7% | +894.8% |
| 10Y | +3,644.4% | +249.7% | +3,394.7% | +2,359.6% |
| All | +14,915.1% | +2,568.3% | +12,346.8% | +5,590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling