+506.3%
NOW vs ICE
+245.5%
+260.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -4.0% |
| 7D | -8.7% | +3.2% | -11.9% | -10.8% |
| 30D | -29.3% | +12.9% | -42.2% | -36.4% |
| 3M | -21.8% | +17.5% | -39.4% | -31.6% |
| 6M | +9.2% | +14.0% | -4.7% | -2.5% |
| YTD | -35.0% | +10.0% | -45.0% | -40.7% |
| 1Y | -42.5% | +19.5% | -62.0% | -50.8% |
| 3Y | -21.5% | +66.8% | -88.3% | -48.9% |
| 5Y | -25.8% | +40.3% | -66.1% | -45.1% |
| 10Y | +506.3% | +249.7% | +256.6% | +165.7% |
| All | +506.3% | +245.5% | +260.8% | +165.7% |
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