+25.8%
ON vs ICE
+41.1%
-15.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.9% |
| 7D | +17.0% | +2.2% | +14.8% | +15.9% |
| 30D | -3.9% | +13.7% | -17.6% | -10.0% |
| 3M | -11.5% | +17.9% | -29.4% | -19.0% |
| 6M | -29.2% | +15.0% | -44.1% | -34.5% |
| YTD | +36.2% | +10.9% | +25.2% | +26.3% |
| 1Y | +49.6% | +17.0% | +32.7% | +33.3% |
| 3Y | +9.4% | +68.2% | -58.8% | -31.3% |
| 5Y | +25.8% | +40.4% | -14.6% | -15.4% |
| All | +25.8% | +41.1% | -15.3% | -15.4% |
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