+462.9%
META vs ICE
+259.6%
+203.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +5.2% | +3.6% | +1.5% | +3.1% |
| 30D | -13.0% | +15.1% | -28.1% | -19.8% |
| 3M | +7.9% | +15.4% | -7.4% | -0.8% |
| 6M | +4.2% | +16.1% | -11.9% | -5.1% |
| YTD | -2.5% | +11.4% | -13.9% | -10.0% |
| 1Y | +5.6% | +18.5% | -12.9% | -6.2% |
| 3Y | +96.8% | +70.5% | +26.3% | +38.2% |
| 5Y | +90.0% | +40.9% | +49.1% | +47.9% |
| All | +462.9% | +259.6% | +203.3% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling