+264.9%
ICE vs USFR
+28.6%
+236.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +15.1% | +0.4% | +14.7% | +15.1% |
| 3M | +15.4% | +1.1% | +14.3% | +15.3% |
| 6M | +16.1% | +2.0% | +14.1% | +16.0% |
| YTD | +11.4% | +3.5% | +7.9% | +11.2% |
| 1Y | +18.5% | +4.1% | +14.4% | +18.3% |
| 3Y | +70.5% | +14.4% | +56.2% | +70.9% |
| 5Y | +40.9% | +21.4% | +19.5% | +42.7% |
| All | +264.9% | +28.6% | +236.3% | +276.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling