+222.9%
ICE vs RF
+347.6%
-124.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +7.6% | -3.6% | +11.2% | +8.6% |
| 3M | +13.9% | +8.1% | +5.9% | +11.6% |
| 6M | -2.4% | +11.5% | -13.8% | -5.3% |
| YTD | +0.3% | +15.6% | -15.3% | -3.9% |
| 1Y | -6.4% | +15.7% | -22.1% | -10.4% |
| 3Y | +43.1% | +86.9% | -43.8% | +18.3% |
| 5Y | +42.1% | +89.8% | -47.7% | +14.1% |
| All | +222.9% | +347.6% | -124.8% | +85.3% |
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