-9.5%
ICE vs LOW
-25.0%
+15.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | +4.0% | -8.9% | +12.9% | +5.1% |
| 3M | +13.7% | -10.4% | +24.1% | +15.0% |
| 6M | +0.9% | -19.4% | +20.3% | +2.4% |
| YTD | -2.1% | -17.1% | +15.0% | -4.1% |
| 1Y | -9.5% | -26.3% | +16.7% | -7.5% |
| All | -9.5% | -25.0% | +15.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling