+2,583.6%
ICE vs LOW
+914.5%
+1,669.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +3.6% | +1.4% | +2.2% | +2.9% |
| 30D | +15.1% | +21.7% | -6.6% | +4.3% |
| 3M | +15.4% | +5.0% | +10.4% | +12.2% |
| 6M | +16.1% | +4.6% | +11.5% | +12.5% |
| YTD | +11.4% | -3.5% | +14.8% | +10.6% |
| 1Y | +18.5% | +0.5% | +17.9% | +15.0% |
| 3Y | +70.5% | +24.8% | +45.7% | +43.8% |
| 5Y | +40.9% | +6.5% | +34.5% | +25.0% |
| 10Y | +260.6% | +294.6% | -34.0% | +30.8% |
| All | +2,583.6% | +914.5% | +1,669.2% | +327.4% |
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