+95.1%
META vs ICE
+65.6%
+29.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.8% | +2.0% | -2.8% | -1.4% |
| 30D | -15.4% | +12.9% | -28.3% | -18.8% |
| 3M | +3.5% | +15.4% | -11.9% | -1.5% |
| 6M | -0.3% | +13.1% | -13.4% | -4.6% |
| YTD | -7.3% | +7.5% | -14.8% | -10.1% |
| 1Y | -1.1% | +18.3% | -19.4% | -8.5% |
| 3Y | +95.1% | +65.9% | +29.2% | +66.0% |
| All | +95.1% | +65.6% | +29.5% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling