-1.1%
ICE vs Q
+78.4%
-79.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.7% |
| 7D | -0.9% | +6.6% | -7.5% | -0.4% |
| 30D | +4.0% | -6.6% | +10.5% | +3.5% |
| 3M | +11.0% | -13.2% | +24.2% | +9.7% |
| 6M | -5.0% | +9.9% | -14.9% | -6.1% |
| YTD | -2.7% | +53.9% | -56.6% | -5.5% |
| All | -1.1% | +78.4% | -79.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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