+184.5%
NOK vs ICE
+40.8%
+143.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +9.3% | -0.9% | +10.2% | +9.3% |
| 30D | +17.9% | +4.0% | +13.9% | +17.4% |
| 3M | -22.3% | +11.0% | -33.3% | -22.8% |
| 6M | +36.4% | -5.0% | +41.3% | +40.6% |
| YTD | +66.3% | -2.7% | +69.0% | +69.2% |
| 1Y | +134.4% | -8.6% | +143.0% | +144.5% |
| All | +184.5% | +40.8% | +143.7% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling