+138.6%
NOK vs ICE
+220.6%
-82.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.4% |
| 7D | +11.0% | -2.4% | +13.4% | +11.9% |
| 30D | +7.8% | +4.0% | +3.8% | +6.0% |
| 3M | -21.0% | +13.7% | -34.7% | -25.5% |
| 6M | +40.9% | +0.9% | +39.9% | +39.2% |
| YTD | +72.0% | -2.1% | +74.2% | +70.8% |
| 1Y | +140.9% | -9.5% | +150.4% | +147.1% |
| 3Y | +194.3% | +42.1% | +152.2% | +142.4% |
| 5Y | +112.5% | +41.4% | +71.1% | +72.1% |
| All | +138.6% | +220.6% | -82.1% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling