+66.1%
T vs ICE
+42.0%
+24.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -1.5% | -1.2% | -0.4% | -1.3% |
| 30D | +7.6% | +5.0% | +2.6% | +6.5% |
| 3M | +15.3% | +13.9% | +1.4% | +12.0% |
| 6M | -8.5% | -4.4% | -4.1% | -7.9% |
| YTD | +6.8% | -1.9% | +8.7% | +6.3% |
| 1Y | -7.2% | -8.1% | +0.9% | -6.1% |
| 3Y | +108.2% | +42.5% | +65.8% | +89.1% |
| 5Y | +66.1% | +40.6% | +25.4% | +44.6% |
| All | +66.1% | +42.0% | +24.1% | +44.6% |
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 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