+1,835.2%
TER vs ICE
+218.0%
+1,617.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.2% |
| 7D | +11.0% | -1.2% | +12.1% | +11.3% |
| 30D | -1.9% | +5.0% | -6.8% | -4.5% |
| 3M | -0.7% | +13.9% | -14.5% | -8.7% |
| 6M | +36.4% | -4.4% | +40.8% | +37.1% |
| YTD | +92.4% | -1.9% | +94.4% | +87.6% |
| 1Y | +213.5% | -8.1% | +221.6% | +216.1% |
| 3Y | +277.2% | +42.5% | +234.7% | +176.3% |
| 5Y | +219.1% | +40.6% | +178.5% | +133.2% |
| All | +1,835.2% | +218.0% | +1,617.1% | +865.4% |
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