+264.9%
ICE vs M
-7.1%
+271.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.2% |
| 7D | +3.6% | +7.0% | -3.4% | +3.0% |
| 30D | +15.1% | +8.9% | +6.2% | +14.2% |
| 3M | +15.4% | +4.5% | +10.9% | +14.8% |
| 6M | +16.1% | +36.2% | -20.1% | +12.6% |
| YTD | +11.4% | +15.1% | -3.8% | +9.2% |
| 1Y | +18.5% | +27.4% | -9.0% | +15.0% |
| 3Y | +70.5% | +160.1% | -89.6% | +51.0% |
| 5Y | +40.9% | -1.6% | +42.5% | +33.4% |
| All | +264.9% | -7.1% | +271.9% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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