+102.8%
NOK vs ICE
+38.6%
+64.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +8.7% | -5.3% | +14.0% | +10.4% |
| 30D | +12.5% | +3.0% | +9.5% | +11.2% |
| 3M | -20.7% | +11.4% | -32.2% | -23.9% |
| 6M | +36.2% | -2.0% | +38.2% | +37.3% |
| YTD | +64.1% | -3.1% | +67.3% | +64.7% |
| 1Y | +132.4% | -8.4% | +140.8% | +139.0% |
| 3Y | +182.9% | +40.7% | +142.1% | +130.0% |
| 5Y | +102.8% | +40.0% | +62.8% | +49.5% |
| All | +102.8% | +38.6% | +64.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling