+264.8%
ICE vs RF
+241.0%
+23.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.2% | -1.3% | +4.6% | +3.6% |
| 30D | +14.7% | +4.6% | +10.1% | +13.4% |
| 3M | +19.8% | -8.4% | +28.2% | +22.4% |
| 6M | +15.2% | +8.9% | +6.4% | +12.5% |
| YTD | +12.7% | +8.8% | +3.8% | +9.6% |
| 1Y | +20.4% | +18.9% | +1.5% | +14.5% |
| 3Y | +70.8% | +116.0% | -45.2% | +36.1% |
| 5Y | +43.9% | +46.0% | -2.1% | +24.2% |
| 10Y | +264.8% | +231.7% | +33.0% | +127.4% |
| All | +264.8% | +241.0% | +23.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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