+342.9%
ICE vs USFR
+27.6%
+315.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +5.0% | +0.3% | +4.6% | +4.9% |
| 3M | +13.9% | +1.0% | +12.9% | +13.8% |
| 6M | -4.4% | +1.9% | -6.3% | -4.6% |
| YTD | -1.9% | +2.7% | -4.6% | -2.2% |
| 1Y | -8.1% | +4.0% | -12.1% | -8.5% |
| 3Y | +42.5% | +14.0% | +28.5% | +40.9% |
| 5Y | +40.6% | +20.4% | +20.2% | +38.6% |
| 10Y | +217.1% | +28.1% | +189.1% | +210.9% |
| All | +342.9% | +27.6% | +315.3% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling