+213.7%
ICE vs NTAP
+650.8%
-437.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | -0.5% |
| 7D | -2.4% | +7.4% | -9.8% | -3.7% |
| 30D | +4.0% | -1.4% | +5.4% | +4.1% |
| 3M | +13.7% | +24.6% | -10.9% | +8.9% |
| 6M | +0.9% | +105.9% | -105.0% | -13.0% |
| YTD | -2.1% | +88.5% | -90.7% | -14.4% |
| 1Y | -9.5% | +62.1% | -71.6% | -18.7% |
| 3Y | +42.1% | +169.1% | -127.0% | +11.8% |
| 5Y | +41.4% | +141.9% | -100.5% | +11.9% |
| All | +213.7% | +650.8% | -437.1% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling