+39.9%
ICE vs ATI
+1,086.3%
-1,046.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | +11.0% | +10.4% | +0.6% | +9.5% |
| 6M | -5.0% | +31.8% | -36.8% | -8.4% |
| YTD | -2.7% | +80.0% | -82.7% | -9.9% |
| 1Y | -8.6% | +175.8% | -184.5% | -20.2% |
| 3Y | +41.4% | +364.2% | -322.9% | +10.8% |
| 5Y | +39.9% | +1,076.9% | -1,037.0% | -2.1% |
| All | +39.9% | +1,086.3% | -1,046.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling