+107.3%
META vs ICE
+44.6%
+62.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +4.8% | +7.6% | -2.9% | +2.0% |
| 3M | -1.6% | +13.9% | -15.6% | -6.5% |
| 6M | -7.5% | -2.4% | -5.1% | -6.8% |
| YTD | -6.4% | +0.3% | -6.7% | -7.1% |
| 1Y | -17.3% | -6.4% | -10.9% | -15.3% |
| All | +107.3% | +44.6% | +62.7% | +76.9% |
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