+33.6%
TER vs ICE
+20.2%
+13.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | +1.1% |
| 7D | -8.9% | +3.2% | -12.1% | -6.1% |
| 30D | -39.1% | +12.9% | -52.0% | -30.5% |
| 3M | -32.8% | +17.5% | -50.3% | -20.2% |
| 6M | -31.7% | +14.0% | -45.7% | -12.6% |
| YTD | +26.9% | +10.0% | +16.9% | +53.3% |
| 1Y | +33.6% | +19.5% | +14.0% | +57.3% |
| All | +33.6% | +20.2% | +13.4% | +57.3% |
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