-77.0%
PATH vs ICE
+34.9%
-111.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | -5.3% | +2.0% | -7.3% | -7.0% |
| 30D | -0.5% | +12.9% | -13.4% | -11.2% |
| 3M | -7.1% | +15.4% | -22.6% | -18.3% |
| 6M | +23.8% | +13.1% | +10.7% | +10.0% |
| YTD | -20.7% | +7.5% | -28.1% | -27.1% |
| 1Y | -8.1% | +18.3% | -26.4% | -23.0% |
| 3Y | -21.8% | +65.9% | -87.7% | -58.5% |
| All | -77.0% | +34.9% | -111.9% | -86.7% |
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 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