+3,310.4%
V vs ICE
+664.3%
+2,646.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +2.2% | +2.0% | +0.2% | +1.4% |
| 30D | +13.6% | +12.9% | +0.7% | +8.2% |
| 3M | +14.3% | +15.4% | -1.1% | +7.8% |
| 6M | +33.1% | +13.1% | +20.0% | +26.3% |
| YTD | +21.2% | +7.5% | +13.8% | +16.8% |
| 1Y | +26.4% | +18.3% | +8.1% | +17.1% |
| 3Y | +77.6% | +65.9% | +11.7% | +43.2% |
| 5Y | +102.6% | +35.2% | +67.4% | +75.4% |
| 10Y | +464.4% | +266.7% | +197.7% | +236.8% |
| All | +3,310.4% | +664.3% | +2,646.0% | +1,244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling