-6.4%
ICE vs NTAP
+61.4%
-67.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +7.6% | -0.5% | +8.2% | +7.6% |
| 3M | +13.9% | +4.1% | +9.9% | +13.5% |
| 6M | -2.4% | +88.0% | -90.3% | -9.9% |
| YTD | +0.3% | +75.6% | -75.3% | -7.2% |
| 1Y | -6.4% | +58.9% | -65.3% | -13.8% |
| All | -6.4% | +61.4% | -67.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling