+55.3%
ON vs ICE
-7.7%
+63.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.7% |
| 7D | +2.4% | -2.4% | +4.8% | +1.8% |
| 30D | -8.6% | +4.0% | -12.6% | -7.7% |
| 3M | -34.3% | +13.7% | -48.0% | -31.9% |
| 6M | +28.5% | +0.9% | +27.6% | +32.6% |
| YTD | +40.6% | -2.1% | +42.7% | +44.1% |
| 1Y | +55.3% | -9.5% | +64.8% | +52.5% |
| All | +55.3% | -7.7% | +63.0% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling