+836.7%
NOW vs ICE
+223.6%
+613.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.5% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | +20.5% | +7.6% | +12.9% | +14.3% |
| 3M | +18.3% | +13.9% | +4.4% | +7.2% |
| 6M | +24.1% | -2.4% | +26.4% | +26.4% |
| YTD | -7.8% | +0.3% | -8.0% | -8.6% |
| 1Y | -21.4% | -6.4% | -15.0% | -18.2% |
| 3Y | +19.5% | +43.1% | -23.6% | -11.2% |
| 5Y | +4.1% | +42.1% | -38.0% | -22.1% |
| All | +836.7% | +223.6% | +613.2% | +381.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling