+384.8%
V vs ICE
+215.5%
+169.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -2.9% | -0.9% | -2.1% | -2.5% |
| 30D | +1.9% | +4.0% | -2.1% | -0.4% |
| 3M | +13.2% | +11.0% | +2.3% | +6.2% |
| 6M | +16.7% | -5.0% | +21.7% | +19.4% |
| YTD | +5.4% | -2.7% | +8.1% | +5.5% |
| 1Y | +7.7% | -8.6% | +16.3% | +11.7% |
| 3Y | +52.0% | +41.4% | +10.6% | +19.7% |
| 5Y | +67.7% | +39.9% | +27.9% | +30.2% |
| 10Y | +384.8% | +214.9% | +169.9% | +149.9% |
| All | +384.8% | +215.5% | +169.3% | +149.9% |
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