-68.0%
U vs ICE
+42.0%
-110.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +5.2% |
| 7D | +4.5% | -1.2% | +5.6% | +5.7% |
| 30D | -0.6% | +5.0% | -5.5% | -6.4% |
| 3M | +48.4% | +13.9% | +34.6% | +25.5% |
| 6M | +115.4% | -4.4% | +119.8% | +124.4% |
| YTD | -3.2% | -1.9% | -1.3% | -1.4% |
| 1Y | -6.0% | -8.1% | +2.1% | +3.6% |
| 3Y | +13.5% | +42.5% | -29.0% | -37.5% |
| 5Y | -68.0% | +40.6% | -108.6% | -83.6% |
| All | -68.0% | +42.0% | -110.0% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling