+112.5%
NET vs ICE
+42.3%
+70.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | 0.0% |
| 7D | -7.0% | -0.7% | -6.3% | -6.3% |
| 30D | -4.8% | +7.6% | -12.4% | -11.2% |
| 3M | +3.8% | +13.9% | -10.1% | -9.4% |
| 6M | +50.0% | -2.4% | +52.4% | +52.0% |
| YTD | +41.5% | +0.3% | +41.2% | +36.4% |
| 1Y | +32.8% | -6.4% | +39.2% | +37.6% |
| 3Y | +335.9% | +43.1% | +292.8% | +136.7% |
| All | +112.5% | +42.3% | +70.2% | +12.5% |
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 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