-25.1%
NOW vs ICE
+40.5%
-65.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +0.3% | +3.6% | -3.3% | -2.3% |
| 30D | -27.0% | +15.1% | -42.0% | -35.3% |
| 3M | -19.6% | +15.4% | -35.0% | -28.8% |
| 6M | +17.5% | +16.1% | +1.3% | +3.2% |
| YTD | -33.3% | +11.4% | -44.6% | -39.8% |
| 1Y | -39.8% | +18.5% | -58.3% | -48.4% |
| 3Y | -19.9% | +70.5% | -90.5% | -52.3% |
| All | -25.1% | +40.5% | -65.6% | -44.7% |
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 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