+263.5%
ICE vs ATI
+1,002.4%
-738.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | +2.2% | +13.0% | -10.7% | +0.7% |
| 30D | +13.7% | +0.2% | +13.5% | +13.4% |
| 3M | +17.9% | -17.5% | +35.4% | +20.2% |
| 6M | +15.0% | +18.1% | -3.1% | +11.5% |
| YTD | +10.9% | +65.7% | -54.8% | +2.2% |
| 1Y | +17.0% | +91.9% | -74.9% | +5.6% |
| 3Y | +68.2% | +335.2% | -267.1% | +31.5% |
| 5Y | +40.4% | +1,004.3% | -963.9% | -5.6% |
| All | +263.5% | +1,002.4% | -738.9% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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