+1,449.6%
NET vs ICE
+94.8%
+1,354.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -0.4% |
| 7D | -7.0% | -0.7% | -6.3% | -6.4% |
| 30D | -4.8% | +7.6% | -12.4% | -10.1% |
| 3M | +3.8% | +13.9% | -10.1% | -7.1% |
| 6M | +50.0% | -2.4% | +52.4% | +51.2% |
| YTD | +41.5% | +0.3% | +41.2% | +37.6% |
| 1Y | +32.8% | -6.4% | +39.2% | +36.1% |
| 3Y | +335.9% | +43.1% | +292.8% | +195.4% |
| 5Y | +113.8% | +42.1% | +71.7% | +48.8% |
| All | +1,449.6% | +94.8% | +1,354.7% | +835.8% |
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