+2,258.4%
ICE vs NTRS
+496.8%
+1,761.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | +4.0% | -0.7% | +4.7% | +4.3% |
| 3M | +13.7% | +11.3% | +2.4% | +6.8% |
| 6M | +0.9% | +35.5% | -34.6% | -15.4% |
| YTD | -2.1% | +40.6% | -42.7% | -19.9% |
| 1Y | -9.5% | +49.2% | -58.7% | -28.6% |
| 3Y | +42.1% | +167.2% | -125.1% | -22.5% |
| 5Y | +41.4% | +94.9% | -53.6% | -12.8% |
| 10Y | +216.7% | +259.5% | -42.8% | +14.3% |
| All | +2,258.4% | +496.8% | +1,761.6% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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