+68.4%
T vs ICE
+215.5%
-147.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | +4.6% | +4.0% | +0.6% | +3.3% |
| 3M | +12.2% | +11.0% | +1.3% | +8.5% |
| 6M | -6.5% | -5.0% | -1.5% | -5.4% |
| YTD | +4.9% | -2.7% | +7.6% | +4.7% |
| 1Y | -10.5% | -8.6% | -1.9% | -8.8% |
| 3Y | +104.6% | +41.4% | +63.2% | +78.6% |
| 5Y | +64.2% | +39.9% | +24.3% | +41.3% |
| 10Y | +68.4% | +214.9% | -146.4% | +16.3% |
| All | +68.4% | +215.5% | -147.1% | +16.3% |
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