-26.4%
NOW vs ICE
+34.9%
-61.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -3.0% | +2.0% | -5.0% | -4.4% |
| 30D | -26.0% | +12.9% | -38.9% | -33.7% |
| 3M | -13.1% | +15.4% | -28.5% | -23.3% |
| 6M | +14.5% | +13.1% | +1.4% | +2.5% |
| YTD | -33.4% | +7.5% | -40.9% | -38.4% |
| 1Y | -40.6% | +18.3% | -59.0% | -49.3% |
| 3Y | -16.3% | +65.9% | -82.2% | -49.3% |
| All | -26.4% | +34.9% | -61.2% | -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 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