+1,322.2%
ON vs ICE
+2,331.7%
-1,009.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | +2.4% | -0.7% | +3.1% | +2.7% |
| 30D | -3.3% | +7.6% | -10.9% | -6.4% |
| 3M | -43.6% | +13.9% | -57.5% | -47.1% |
| 6M | +19.0% | -2.4% | +21.3% | +18.4% |
| YTD | +37.4% | +0.3% | +37.1% | +34.3% |
| 1Y | +54.8% | -6.4% | +61.2% | +55.5% |
| 3Y | -25.2% | +43.1% | -68.3% | -37.7% |
| 5Y | +62.7% | +42.1% | +20.6% | +36.5% |
| 10Y | +574.3% | +220.9% | +353.4% | +317.6% |
| All | +1,322.2% | +2,331.7% | -1,009.6% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling