+1,077.0%
TER vs ICE
+258.7%
+818.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.3% |
| 7D | +5.9% | +3.2% | +2.7% | +4.6% |
| 30D | -30.8% | +14.7% | -45.5% | -35.3% |
| 3M | -29.9% | +19.8% | -49.7% | -36.3% |
| 6M | -27.5% | +15.2% | -42.7% | -33.6% |
| YTD | +37.5% | +12.7% | +24.8% | +24.8% |
| 1Y | +50.3% | +20.4% | +29.9% | +30.6% |
| 3Y | +204.9% | +70.8% | +134.1% | +101.5% |
| 5Y | +89.2% | +43.9% | +45.2% | +38.7% |
| 10Y | +1,077.0% | +264.8% | +812.2% | +422.9% |
| All | +1,077.0% | +258.7% | +818.2% | +422.9% |
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