+263.5%
ICE vs M
-8.5%
+272.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +13.7% | +7.0% | +6.7% | +13.0% |
| 3M | +17.9% | +3.1% | +14.8% | +17.4% |
| 6M | +15.0% | +33.5% | -18.6% | +11.7% |
| YTD | +10.9% | +13.4% | -2.5% | +9.0% |
| 1Y | +17.0% | +22.4% | -5.4% | +14.0% |
| 3Y | +68.2% | +150.9% | -82.7% | +49.4% |
| 5Y | +40.4% | -3.0% | +43.5% | +33.1% |
| All | +263.5% | -8.5% | +272.0% | +194.5% |
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