+1,006.2%
TER vs ICE
+245.5%
+760.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.8% |
| 7D | -8.9% | +3.2% | -12.1% | -10.1% |
| 30D | -39.1% | +12.9% | -52.0% | -42.7% |
| 3M | -32.8% | +17.5% | -50.3% | -38.4% |
| 6M | -31.7% | +14.0% | -45.7% | -37.4% |
| YTD | +26.9% | +10.0% | +16.9% | +16.3% |
| 1Y | +33.6% | +19.5% | +14.0% | +16.0% |
| 3Y | +181.5% | +66.8% | +114.7% | +88.0% |
| 5Y | +76.1% | +40.3% | +35.8% | +30.6% |
| 10Y | +1,006.2% | +249.7% | +756.5% | +402.0% |
| All | +1,006.2% | +245.5% | +760.7% | +402.0% |
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