+252.8%
SPOT vs ICE
+144.7%
+108.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -3.1% | -2.4% | -0.7% | -1.7% |
| 30D | +7.4% | +4.0% | +3.4% | +5.0% |
| 3M | +8.2% | +13.7% | -5.5% | +0.4% |
| 6M | +2.2% | +0.9% | +1.3% | +1.2% |
| YTD | -9.5% | -2.1% | -7.3% | -9.6% |
| 1Y | -23.8% | -9.5% | -14.3% | -20.6% |
| 3Y | +233.5% | +42.1% | +191.4% | +162.6% |
| 5Y | +112.2% | +41.4% | +70.8% | +65.7% |
| All | +252.8% | +144.7% | +108.1% | +95.3% |
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