+151.4%
ICE vs NTR
+97.9%
+53.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +4.0% | +16.8% | -12.8% | +0.5% |
| 3M | +13.7% | +20.7% | -7.1% | +9.0% |
| 6M | +0.9% | +0.5% | +0.4% | +0.2% |
| YTD | -2.1% | +29.2% | -31.3% | -8.6% |
| 1Y | -9.5% | +39.6% | -49.1% | -17.1% |
| 3Y | +42.1% | +37.9% | +4.2% | +28.5% |
| 5Y | +41.4% | +47.1% | -5.7% | +18.1% |
| All | +151.4% | +97.9% | +53.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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