+140.9%
NOK vs ICE
-7.7%
+148.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +5.1% |
| 7D | +11.0% | -2.4% | +13.4% | +10.2% |
| 30D | +7.8% | +4.0% | +3.8% | +9.0% |
| 3M | -21.0% | +13.7% | -34.7% | -17.3% |
| 6M | +40.9% | +0.9% | +39.9% | +48.5% |
| YTD | +72.0% | -2.1% | +74.2% | +80.3% |
| 1Y | +140.9% | -9.5% | +150.4% | +160.0% |
| All | +140.9% | -7.7% | +148.6% | +160.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling