-27.4%
U vs ICE
+95.1%
-122.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -4.0% |
| 7D | +16.9% | +3.2% | +13.7% | +12.6% |
| 30D | +6.4% | +14.7% | -8.4% | -9.7% |
| 3M | +13.2% | +19.8% | -6.6% | -8.9% |
| 6M | +84.8% | +15.2% | +69.5% | +54.4% |
| YTD | +12.4% | +12.7% | -0.2% | -3.0% |
| 1Y | +19.8% | +20.4% | -0.6% | -5.1% |
| 3Y | +83.8% | +70.8% | +13.1% | -13.7% |
| 5Y | -72.7% | +43.9% | -116.7% | -84.9% |
| All | -27.4% | +95.1% | -122.4% | -72.7% |
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 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