+43.9%
ICE vs NTAP
+122.6%
-78.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.9% |
| 7D | +3.2% | -2.4% | +5.7% | +3.5% |
| 30D | +14.7% | -23.4% | +38.2% | +18.0% |
| 3M | +19.8% | -7.5% | +27.3% | +19.9% |
| 6M | +15.2% | +56.4% | -41.1% | +5.2% |
| YTD | +12.7% | +73.6% | -61.0% | +0.6% |
| 1Y | +20.4% | +68.4% | -48.0% | +8.0% |
| 3Y | +70.8% | +150.6% | -79.8% | +34.3% |
| 5Y | +43.9% | +122.5% | -78.5% | +11.6% |
| All | +43.9% | +122.6% | -78.7% | +11.6% |
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