+1,527.5%
META vs ICE
+676.9%
+850.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.1% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +4.8% | +7.6% | -2.9% | +0.7% |
| 3M | -1.6% | +13.9% | -15.6% | -8.7% |
| 6M | -7.5% | -2.4% | -5.1% | -7.3% |
| YTD | -6.4% | +0.3% | -6.7% | -7.9% |
| 1Y | -17.3% | -6.4% | -10.9% | -15.8% |
| 3Y | +109.9% | +43.1% | +66.8% | +67.1% |
| 5Y | +65.4% | +42.1% | +23.2% | +31.6% |
| 10Y | +391.8% | +220.9% | +170.9% | +161.1% |
| All | +1,527.5% | +676.9% | +850.6% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling