-70.0%
U vs ICE
+37.1%
-107.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.3% |
| 7D | +32.3% | +1.0% | +31.3% | +30.6% |
| 30D | +9.7% | +11.4% | -1.7% | -4.3% |
| 3M | +19.6% | +16.2% | +3.4% | -1.1% |
| 6M | +82.6% | +12.5% | +70.2% | +55.6% |
| YTD | +16.4% | +8.6% | +7.9% | +4.2% |
| 1Y | +28.5% | +18.4% | +10.1% | +2.1% |
| 3Y | +103.8% | +66.4% | +37.3% | -9.9% |
| 5Y | -70.0% | +37.2% | -107.2% | -84.1% |
| All | -70.0% | +37.1% | -107.2% | -84.1% |
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