+210.5%
ICE vs USFR
+28.0%
+182.5%
-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% | -0.5% | -0.4% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +3.0% | +0.3% | +2.7% | +3.0% |
| 3M | +11.4% | +1.0% | +10.5% | +11.4% |
| 6M | -2.0% | +1.9% | -4.0% | -2.1% |
| YTD | -3.1% | +2.7% | -5.8% | -3.2% |
| 1Y | -8.4% | +4.0% | -12.4% | -8.5% |
| 3Y | +40.7% | +14.1% | +26.7% | +41.1% |
| 5Y | +40.0% | +20.5% | +19.5% | +41.6% |
| All | +210.5% | +28.0% | +182.5% | +215.3% |
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