+2,613.7%
TER vs ICE
+2,331.7%
+282.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -8.3% | +7.6% | -15.9% | -11.0% |
| 3M | -12.2% | +13.9% | -26.2% | -17.7% |
| 6M | +17.1% | -2.4% | +19.4% | +15.6% |
| YTD | +84.7% | +0.3% | +84.4% | +79.1% |
| 1Y | +199.9% | -6.4% | +206.3% | +197.3% |
| 3Y | +232.8% | +43.1% | +189.7% | +176.6% |
| 5Y | +198.6% | +42.1% | +156.5% | +149.4% |
| 10Y | +1,669.7% | +220.9% | +1,448.8% | +994.9% |
| All | +2,613.7% | +2,331.7% | +282.0% | +755.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling