+263.5%
ICE vs RF
+219.4%
+44.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | +2.2% | +0.4% | +1.9% | +2.1% |
| 30D | +13.7% | +5.6% | +8.2% | +12.2% |
| 3M | +17.9% | -8.9% | +26.8% | +20.7% |
| 6M | +15.0% | +7.1% | +7.9% | +12.7% |
| YTD | +10.9% | +8.3% | +2.6% | +8.0% |
| 1Y | +17.0% | +16.8% | +0.2% | +11.7% |
| 3Y | +68.2% | +115.0% | -46.8% | +34.0% |
| 5Y | +40.4% | +46.4% | -6.0% | +21.0% |
| All | +263.5% | +219.4% | +44.1% | +121.8% |
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