+264.9%
ICE vs NTAP
+583.1%
-318.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | +3.6% | +7.2% | -3.6% | +2.5% |
| 30D | +15.1% | -18.4% | +33.5% | +18.3% |
| 3M | +15.4% | -11.3% | +26.7% | +16.6% |
| 6M | +16.1% | +53.8% | -37.6% | +5.0% |
| YTD | +11.4% | +72.0% | -60.6% | -1.9% |
| 1Y | +18.5% | +68.0% | -49.6% | +4.8% |
| 3Y | +70.5% | +149.5% | -78.9% | +34.8% |
| 5Y | +40.9% | +125.6% | -84.7% | +12.1% |
| All | +264.9% | +583.1% | -318.3% | +123.0% |
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