+97.6%
META vs ICE
+39.4%
+58.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | +3.3% | +3.2% | +0.1% | +1.6% |
| 30D | -10.8% | +12.9% | -23.7% | -16.8% |
| 3M | +7.9% | +17.5% | -9.6% | -1.9% |
| 6M | +5.4% | +14.0% | -8.6% | -2.9% |
| YTD | -2.6% | +10.0% | -12.6% | -9.3% |
| 1Y | +1.9% | +19.5% | -17.7% | -10.6% |
| 3Y | +97.0% | +66.8% | +30.2% | +30.8% |
| 5Y | +97.6% | +40.3% | +57.3% | +49.9% |
| All | +97.6% | +39.4% | +58.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling