-22.7%
U vs ICE
+92.8%
-115.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.8% |
| 7D | +2.6% | +3.6% | -1.1% | -1.5% |
| 30D | +27.6% | +15.1% | +12.5% | +7.7% |
| 3M | +15.3% | +15.4% | 0.0% | -3.2% |
| 6M | +96.4% | +16.1% | +80.3% | +62.4% |
| YTD | +19.6% | +11.4% | +8.2% | +4.4% |
| 1Y | +42.1% | +18.5% | +23.7% | +14.6% |
| 3Y | +87.5% | +70.5% | +17.0% | -12.0% |
| 5Y | -73.1% | +40.9% | -114.1% | -84.8% |
| All | -22.7% | +92.8% | -115.6% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling