+6.8%
NOW vs ICE
+42.3%
-35.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | +20.5% | +7.6% | +12.9% | +13.9% |
| 3M | +18.3% | +13.9% | +4.4% | +6.6% |
| 6M | +24.1% | -2.4% | +26.4% | +26.6% |
| YTD | -7.8% | +0.3% | -8.0% | -8.7% |
| 1Y | -21.4% | -6.4% | -15.0% | -17.8% |
| 3Y | +19.5% | +43.1% | -23.6% | -15.9% |
| All | +6.8% | +42.3% | -35.4% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling