+2,926.4%
V vs ICE
+613.1%
+2,313.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.2% |
| 7D | -1.7% | -0.7% | -1.1% | -1.5% |
| 30D | +2.0% | +7.6% | -5.7% | -1.0% |
| 3M | +17.4% | +13.9% | +3.4% | +11.1% |
| 6M | +17.5% | -2.4% | +19.8% | +18.1% |
| YTD | +7.6% | +0.3% | +7.3% | +6.6% |
| 1Y | +7.7% | -6.4% | +14.1% | +9.6% |
| 3Y | +54.7% | +43.1% | +11.6% | +32.3% |
| 5Y | +73.0% | +42.1% | +30.9% | +46.9% |
| 10Y | +390.9% | +220.9% | +169.9% | +208.0% |
| All | +2,926.4% | +613.1% | +2,313.3% | +1,127.0% |
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