+2,316.3%
ICE vs LOW
+805.0%
+1,511.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -0.7% | -1.7% | +1.1% | +0.2% |
| 30D | +7.6% | -7.0% | +14.7% | +11.5% |
| 3M | +13.9% | -0.9% | +14.8% | +13.8% |
| 6M | -2.4% | -20.1% | +17.7% | +7.8% |
| YTD | +0.3% | -13.9% | +14.2% | +5.8% |
| 1Y | -6.4% | -21.1% | +14.7% | +3.0% |
| 3Y | +43.1% | -6.6% | +49.7% | +40.3% |
| 5Y | +42.1% | +9.4% | +32.8% | +23.9% |
| 10Y | +220.9% | +220.5% | +0.4% | +31.0% |
| All | +2,316.3% | +805.0% | +1,511.2% | +308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling