+199.8%
TER vs ICE
-7.2%
+207.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.5% | +3.6% |
| 7D | +0.6% | -0.7% | +1.2% | 0.0% |
| 30D | -8.3% | +7.6% | -15.9% | -1.9% |
| 3M | -12.2% | +13.9% | -26.2% | +4.1% |
| 6M | +17.0% | -2.4% | +19.4% | +29.3% |
| YTD | +84.6% | +0.3% | +84.3% | +105.1% |
| 1Y | +199.8% | -6.4% | +206.2% | +236.1% |
| All | +199.8% | -7.2% | +207.0% | +236.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling