+408.7%
ICE vs USFR
+28.6%
+380.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +14.7% | +0.4% | +14.3% | +14.7% |
| 3M | +19.8% | +1.1% | +18.7% | +19.7% |
| 6M | +15.2% | +2.1% | +13.2% | +15.0% |
| YTD | +12.7% | +3.4% | +9.2% | +12.3% |
| 1Y | +20.4% | +4.1% | +16.3% | +19.9% |
| 3Y | +70.8% | +14.4% | +56.4% | +68.7% |
| 5Y | +43.9% | +21.4% | +22.5% | +41.8% |
| 10Y | +264.8% | +28.5% | +236.2% | +257.5% |
| All | +408.7% | +28.6% | +380.1% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling