+202.0%
ICE vs IR
+282.2%
-80.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +5.0% | -13.6% | +18.6% | +8.6% |
| 3M | +13.9% | +3.7% | +10.2% | +12.4% |
| 6M | -4.4% | -13.1% | +8.6% | -2.0% |
| YTD | -1.9% | -5.1% | +3.2% | -2.0% |
| 1Y | -8.1% | -6.5% | -1.7% | -8.1% |
| 3Y | +42.5% | +8.5% | +34.0% | +34.0% |
| 5Y | +40.6% | +43.3% | -2.7% | +21.1% |
| All | +202.0% | +282.2% | -80.2% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling