-5.3%
PATH vs ICE
+21.0%
-26.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.8% |
| 7D | -4.8% | +12.2% | -16.9% | -10.2% |
| 30D | +2.7% | +15.0% | -12.3% | -4.9% |
| 3M | -4.2% | +17.6% | -21.8% | -11.5% |
| 6M | +24.7% | +12.6% | +12.1% | +18.6% |
| YTD | -17.6% | +9.1% | -26.7% | -20.7% |
| 1Y | -5.3% | +20.6% | -25.9% | -18.1% |
| All | -5.3% | +21.0% | -26.3% | -18.1% |
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