+1,438.5%
LIN vs ICE
+2,532.6%
-1,094.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +3.6% | +6.7% | -3.1% | +1.6% |
| 30D | +6.4% | +13.4% | -7.0% | +2.3% |
| 3M | +6.5% | +16.5% | -10.0% | +1.5% |
| 6M | +4.9% | +12.8% | -8.0% | +0.6% |
| YTD | +23.4% | +8.5% | +14.9% | +19.2% |
| 1Y | +26.3% | +20.6% | +5.7% | +18.1% |
| 3Y | +38.0% | +67.4% | -29.4% | +16.4% |
| 5Y | +68.0% | +36.6% | +31.4% | +49.7% |
| 10Y | +437.1% | +270.4% | +166.7% | +259.4% |
| All | +1,438.5% | +2,532.6% | -1,094.1% | +564.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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