+264.9%
ICE vs TAP
-46.0%
+310.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.3% |
| 7D | +3.6% | +1.3% | +2.4% | +3.3% |
| 30D | +15.1% | +5.7% | +9.4% | +13.8% |
| 3M | +15.4% | -1.9% | +17.3% | +15.6% |
| 6M | +16.1% | +0.9% | +15.2% | +15.6% |
| YTD | +11.4% | -9.5% | +20.9% | +12.5% |
| 1Y | +18.5% | -9.0% | +27.4% | +19.5% |
| 3Y | +70.5% | -22.2% | +92.8% | +75.8% |
| 5Y | +40.9% | +1.2% | +39.7% | +35.5% |
| All | +264.9% | -46.0% | +310.8% | +242.4% |
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