-78.0%
PATH vs ICE
+43.6%
-121.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -14.9% |
| 7D | -16.3% | -0.7% | -15.6% | -15.7% |
| 30D | +9.9% | +7.6% | +2.3% | +3.7% |
| 3M | +30.2% | +13.9% | +16.2% | +16.0% |
| 6M | +37.2% | -2.4% | +39.6% | +39.4% |
| YTD | -7.3% | +0.3% | -7.6% | -8.8% |
| 1Y | +40.0% | -6.4% | +46.4% | +46.9% |
| 3Y | -4.4% | +43.1% | -47.5% | -37.5% |
| 5Y | -76.0% | +42.1% | -118.1% | -85.1% |
| All | -78.0% | +43.6% | -121.6% | -87.0% |
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