+151.8%
TER vs ICE
+65.6%
+86.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.2% |
| 7D | -20.5% | +2.0% | -22.5% | -19.8% |
| 30D | -47.0% | +12.9% | -59.9% | -44.3% |
| 3M | -43.3% | +15.4% | -58.7% | -40.1% |
| 6M | -42.9% | +13.1% | -56.0% | -37.4% |
| YTD | +12.9% | +7.5% | +5.4% | +22.7% |
| 1Y | +18.2% | +18.3% | -0.2% | +25.3% |
| 3Y | +151.8% | +65.9% | +85.9% | +88.0% |
| All | +151.8% | +65.6% | +86.2% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling