+61.4%
T vs ICE
+258.7%
-197.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.7% |
| 7D | +2.0% | +3.2% | -1.3% | +0.9% |
| 30D | -1.0% | +14.7% | -15.7% | -5.3% |
| 3M | -8.1% | +19.8% | -27.9% | -13.2% |
| 6M | -8.3% | +15.2% | -23.5% | -12.5% |
| YTD | -6.1% | +12.7% | -18.8% | -10.5% |
| 1Y | -7.4% | +20.4% | -27.8% | -13.7% |
| 3Y | +65.4% | +70.8% | -5.3% | +35.9% |
| 5Y | +57.6% | +43.9% | +13.7% | +35.7% |
| 10Y | +61.4% | +264.8% | -203.4% | +7.6% |
| All | +61.4% | +258.7% | -197.3% | +7.6% |
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