+1.9%
META vs ICE
+20.2%
-18.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +3.3% | +3.2% | +0.1% | +2.9% |
| 30D | -10.8% | +12.9% | -23.7% | -12.2% |
| 3M | +7.9% | +17.5% | -9.6% | +5.4% |
| 6M | +5.4% | +14.0% | -8.6% | +3.1% |
| YTD | -2.6% | +10.0% | -12.6% | -3.1% |
| 1Y | +1.9% | +19.5% | -17.7% | +0.8% |
| All | +1.9% | +20.2% | -18.3% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling