+217.4%
ICE vs TAP
-50.9%
+268.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.4% |
| 7D | -1.2% | -2.3% | +1.2% | -0.7% |
| 30D | +5.0% | -9.4% | +14.4% | +6.9% |
| 3M | +13.9% | -0.8% | +14.7% | +13.9% |
| 6M | -4.4% | -14.7% | +10.3% | -1.8% |
| YTD | -1.9% | -13.9% | +12.0% | +0.2% |
| 1Y | -8.1% | -18.6% | +10.5% | -5.3% |
| 3Y | +42.5% | -32.0% | +74.5% | +51.0% |
| 5Y | +40.6% | -1.0% | +41.6% | +35.8% |
| All | +217.4% | -50.9% | +268.3% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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