+2,614.9%
ICE vs NTAP
+803.0%
+1,811.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.1% |
| 7D | +3.2% | -2.4% | +5.7% | +3.8% |
| 30D | +14.7% | -23.4% | +38.2% | +23.4% |
| 3M | +19.8% | -7.5% | +27.3% | +20.7% |
| 6M | +15.2% | +56.4% | -41.1% | -4.4% |
| YTD | +12.7% | +73.6% | -61.0% | -10.5% |
| 1Y | +20.4% | +68.4% | -48.0% | -3.5% |
| 3Y | +70.8% | +150.6% | -79.8% | +13.0% |
| 5Y | +43.9% | +122.5% | -78.5% | -2.9% |
| 10Y | +264.8% | +589.7% | -324.9% | +36.2% |
| All | +2,614.9% | +803.0% | +1,811.9% | +609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling