+18.3%
NOK vs ICE
+2,279.0%
-2,260.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.8% |
| 7D | +7.3% | -1.2% | +8.4% | +7.5% |
| 30D | +13.8% | +5.0% | +8.8% | +11.9% |
| 3M | -27.0% | +13.9% | -40.9% | -30.5% |
| 6M | +37.6% | -4.4% | +42.0% | +38.1% |
| YTD | +64.6% | -1.9% | +66.5% | +63.1% |
| 1Y | +132.0% | -8.1% | +140.1% | +134.2% |
| 3Y | +183.7% | +42.5% | +141.2% | +147.7% |
| 5Y | +101.3% | +40.6% | +60.7% | +75.5% |
| 10Y | +122.4% | +217.1% | -94.7% | +48.7% |
| All | +18.3% | +2,279.0% | -2,260.6% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling