+39.9%
ICE vs NTAP
+129.9%
-90.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | +4.0% | -7.0% | +11.0% | +5.0% |
| 3M | +11.0% | +12.3% | -1.3% | +8.7% |
| 6M | -5.0% | +85.1% | -90.1% | -15.1% |
| YTD | -2.7% | +74.8% | -77.5% | -12.4% |
| 1Y | -8.6% | +52.7% | -61.3% | -16.0% |
| 3Y | +41.4% | +147.7% | -106.3% | +12.6% |
| 5Y | +39.9% | +124.8% | -84.9% | +9.3% |
| All | +39.9% | +129.9% | -90.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling