+234.1%
TER vs ICE
-8.7%
+242.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.4% |
| 7D | +12.4% | -0.9% | +13.2% | +11.7% |
| 30D | +5.1% | +4.0% | +1.2% | +9.2% |
| 3M | +4.0% | +11.0% | -7.0% | +20.4% |
| 6M | +29.5% | -5.0% | +34.5% | +39.4% |
| YTD | +98.5% | -2.7% | +101.2% | +114.9% |
| 1Y | +234.1% | -8.6% | +242.7% | +255.5% |
| All | +234.1% | -8.7% | +242.8% | +255.5% |
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