+1,558.6%
TER vs ICE
+2,506.4%
-947.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -20.5% | +2.0% | -22.5% | -21.1% |
| 30D | -47.0% | +12.9% | -59.9% | -49.7% |
| 3M | -43.3% | +15.4% | -58.7% | -46.9% |
| 6M | -42.9% | +13.1% | -56.0% | -47.0% |
| YTD | +12.9% | +7.5% | +5.4% | +5.6% |
| 1Y | +18.2% | +18.3% | -0.2% | +6.4% |
| 3Y | +151.8% | +65.9% | +85.9% | +95.9% |
| 5Y | +54.2% | +35.2% | +19.0% | +30.1% |
| 10Y | +908.2% | +266.7% | +641.5% | +488.5% |
| All | +1,558.6% | +2,506.4% | -947.8% | +404.4% |
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