+41.3%
ICE vs USFR
+14.0%
+27.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | +4.0% | +0.3% | +3.7% | +3.1% |
| 3M | +11.0% | +1.0% | +10.0% | +7.7% |
| 6M | -5.0% | +1.9% | -6.9% | -10.1% |
| YTD | -2.7% | +2.7% | -5.4% | -9.7% |
| 1Y | -8.6% | +4.0% | -12.6% | -18.1% |
| All | +41.3% | +14.0% | +27.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling