+1,769.8%
TER vs ICE
+2,533.0%
-763.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +12.4% |
| 7D | -5.8% | +1.0% | -6.8% | -6.1% |
| 30D | -38.9% | +11.4% | -50.3% | -41.7% |
| 3M | -35.1% | +16.2% | -51.3% | -39.4% |
| 6M | -31.6% | +12.5% | -44.0% | -36.3% |
| YTD | +27.2% | +8.6% | +18.7% | +18.7% |
| 1Y | +35.2% | +18.4% | +16.9% | +21.8% |
| 3Y | +192.8% | +66.4% | +126.4% | +127.7% |
| 5Y | +72.4% | +37.2% | +35.2% | +44.7% |
| 10Y | +1,001.8% | +244.8% | +757.0% | +557.7% |
| All | +1,769.8% | +2,533.0% | -763.2% | +466.7% |
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