+629.3%
ON vs ICE
+220.6%
+408.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +7.8% |
| 7D | +2.4% | -2.4% | +4.8% | +4.1% |
| 30D | -8.6% | +4.0% | -12.6% | -11.2% |
| 3M | -34.3% | +13.7% | -48.0% | -40.6% |
| 6M | +28.5% | +0.9% | +27.6% | +25.0% |
| YTD | +40.6% | -2.1% | +42.7% | +37.8% |
| 1Y | +55.3% | -9.5% | +64.8% | +61.0% |
| 3Y | -22.2% | +42.1% | -64.3% | -45.1% |
| 5Y | +62.4% | +41.4% | +21.0% | +13.6% |
| All | +629.3% | +220.6% | +408.7% | +263.7% |
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