+21.4%
U vs ICE
+18.9%
+2.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.9% |
| 7D | +24.4% | +3.2% | +21.2% | +21.9% |
| 30D | +7.4% | +12.9% | -5.5% | -1.1% |
| 3M | +16.8% | +17.5% | -0.7% | +4.3% |
| 6M | +78.8% | +14.0% | +64.8% | +65.9% |
| YTD | +14.0% | +10.0% | +4.0% | +17.1% |
| All | +21.4% | +18.9% | +2.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling