+42.5%
ICE vs NTAP
+153.4%
-110.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -1.2% | +3.3% | -4.4% | -1.4% |
| 30D | +5.0% | -0.2% | +5.2% | +4.9% |
| 3M | +13.9% | +11.4% | +2.5% | +12.6% |
| 6M | -4.4% | +88.7% | -93.1% | -11.0% |
| YTD | -1.9% | +78.9% | -80.8% | -8.3% |
| 1Y | -8.1% | +58.8% | -66.9% | -13.2% |
| 3Y | +42.5% | +153.5% | -111.0% | +28.8% |
| All | +42.5% | +153.4% | -110.9% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling