-38.7%
NOW vs ICE
+21.0%
-59.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | -1.3% |
| 7D | -27.5% | +12.2% | -39.7% | -31.8% |
| 30D | -20.0% | +15.0% | -35.0% | -26.3% |
| 3M | -7.9% | +17.6% | -25.5% | -15.9% |
| 6M | +18.3% | +12.6% | +5.7% | +10.6% |
| YTD | -29.0% | +9.1% | -38.1% | -32.4% |
| 1Y | -38.7% | +20.6% | -59.3% | -43.6% |
| All | -38.7% | +21.0% | -59.7% | -43.6% |
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