+264.8%
ICE vs M
-5.1%
+269.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | +3.2% | -3.3% | +6.5% | +3.5% |
| 30D | +14.7% | +8.1% | +6.6% | +13.9% |
| 3M | +19.8% | +2.2% | +17.6% | +19.4% |
| 6M | +15.2% | +35.1% | -19.9% | +11.8% |
| YTD | +12.7% | +15.8% | -3.2% | +10.4% |
| 1Y | +20.4% | +25.8% | -5.4% | +17.1% |
| 3Y | +70.8% | +156.2% | -85.5% | +51.4% |
| 5Y | +43.9% | -2.4% | +46.3% | +36.3% |
| 10Y | +264.8% | -7.1% | +271.9% | +194.4% |
| All | +264.8% | -5.1% | +269.9% | +194.4% |
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