+245.1%
ICE vs TAP
-49.0%
+294.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +1.0% | -7.8% | +8.8% | +2.6% |
| 30D | +11.4% | +7.1% | +4.3% | +9.9% |
| 3M | +16.2% | -7.0% | +23.2% | +17.6% |
| 6M | +12.5% | -3.8% | +16.3% | +13.0% |
| YTD | +8.6% | -11.7% | +20.3% | +10.2% |
| 1Y | +18.4% | -10.1% | +28.5% | +19.6% |
| 3Y | +66.4% | -23.7% | +90.1% | +72.3% |
| 5Y | +37.2% | +2.9% | +34.3% | +31.4% |
| All | +245.1% | -49.0% | +294.1% | +225.5% |
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