+214.9%
ICE vs ATI
+1,068.2%
-853.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.9% | +2.4% | -3.3% | -1.1% |
| 30D | +4.0% | -9.5% | +13.4% | +5.2% |
| 3M | +11.0% | +10.4% | +0.6% | +9.1% |
| 6M | -5.0% | +31.8% | -36.8% | -9.1% |
| YTD | -2.7% | +80.0% | -82.7% | -10.9% |
| 1Y | -8.6% | +175.8% | -184.5% | -21.3% |
| 3Y | +41.4% | +364.2% | -322.9% | +10.3% |
| 5Y | +39.9% | +1,076.9% | -1,037.0% | -6.0% |
| 10Y | +214.9% | +1,178.1% | -963.2% | +85.5% |
| All | +214.9% | +1,068.2% | -853.3% | +85.5% |
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