+455.4%
V vs ICE
+250.3%
+205.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.4% |
| 7D | +0.8% | +3.2% | -2.4% | -1.0% |
| 30D | +9.9% | +12.9% | -3.0% | +2.5% |
| 3M | +17.5% | +17.5% | 0.0% | +6.9% |
| 6M | +33.5% | +14.0% | +19.5% | +23.1% |
| YTD | +21.6% | +10.0% | +11.5% | +13.3% |
| 1Y | +27.6% | +19.5% | +8.0% | +13.1% |
| 3Y | +76.4% | +66.8% | +9.6% | +25.9% |
| 5Y | +103.8% | +40.3% | +63.5% | +59.6% |
| All | +455.4% | +250.3% | +205.1% | +156.9% |
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