+995.4%
TER vs ICE
+259.6%
+735.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +14.4% | +3.6% | +10.7% | +12.7% |
| 30D | -30.6% | +15.1% | -45.7% | -35.3% |
| 3M | -39.2% | +15.4% | -54.6% | -43.8% |
| 6M | -31.3% | +16.1% | -47.4% | -37.5% |
| YTD | +29.1% | +11.4% | +17.7% | +17.7% |
| 1Y | +47.4% | +18.5% | +29.0% | +29.1% |
| 3Y | +191.2% | +70.5% | +120.7% | +92.0% |
| 5Y | +74.0% | +40.9% | +33.1% | +29.0% |
| All | +995.4% | +259.6% | +735.8% | +387.0% |
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