+790.0%
NOW vs ICE
+216.5%
+573.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.4% |
| 7D | -6.1% | -1.2% | -4.9% | -5.1% |
| 30D | +7.5% | +5.0% | +2.5% | +3.9% |
| 3M | +17.5% | +13.9% | +3.7% | +6.6% |
| 6M | +7.9% | -4.4% | +12.4% | +11.8% |
| YTD | -12.4% | -1.9% | -10.5% | -11.7% |
| 1Y | -28.6% | -8.1% | -20.4% | -24.6% |
| 3Y | +11.8% | +42.5% | -30.7% | -16.6% |
| 5Y | +2.6% | +40.6% | -38.0% | -22.5% |
| 10Y | +790.0% | +217.1% | +572.9% | +365.0% |
| All | +790.0% | +216.5% | +573.4% | +365.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling