+147.0%
NOK vs ICE
+69.4%
+77.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +5.4% | +3.6% | +1.7% | +5.6% |
| 30D | -14.1% | +15.1% | -29.2% | -13.5% |
| 3M | -23.6% | +15.4% | -39.0% | -23.1% |
| 6M | -45.1% | +16.1% | -61.3% | -43.8% |
| YTD | +24.7% | +11.4% | +13.4% | +28.0% |
| 1Y | +19.0% | +18.5% | +0.6% | +19.6% |
| 3Y | +147.0% | +70.5% | +76.5% | +116.3% |
| All | +147.0% | +69.4% | +77.6% | +116.3% |
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