-81.2%
PATH vs ICE
+55.5%
-136.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.0% |
| 7D | -2.7% | +1.0% | -3.7% | -3.5% |
| 30D | -3.7% | +11.4% | -15.1% | -12.5% |
| 3M | -13.8% | +16.2% | -29.9% | -24.0% |
| 6M | +20.3% | +12.5% | +7.8% | +8.1% |
| YTD | -20.8% | +8.6% | -29.4% | -27.4% |
| 1Y | -9.2% | +18.4% | -27.6% | -23.1% |
| 3Y | -21.8% | +66.4% | -88.2% | -55.9% |
| 5Y | -77.4% | +37.2% | -114.6% | -86.7% |
| All | -81.2% | +55.5% | -136.7% | -89.7% |
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