+420.4%
T vs ICE
+2,533.0%
-2,112.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -1.7% | +11.4% | -13.1% | -3.9% |
| 3M | -7.3% | +16.2% | -23.5% | -10.2% |
| 6M | -11.2% | +12.5% | -23.7% | -13.5% |
| YTD | -8.1% | +8.6% | -16.6% | -10.2% |
| 1Y | -8.0% | +18.4% | -26.4% | -11.8% |
| 3Y | +62.1% | +66.4% | -4.3% | +44.4% |
| 5Y | +55.7% | +37.2% | +18.5% | +43.1% |
| 10Y | +54.1% | +244.8% | -190.7% | +16.7% |
| All | +420.4% | +2,533.0% | -2,112.7% | +186.7% |
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