+18.5%
ICE vs TAP
-7.2%
+25.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | 0.0% |
| 7D | +3.6% | +1.3% | +2.4% | +3.5% |
| 30D | +15.1% | +5.7% | +9.4% | +14.6% |
| 3M | +15.4% | -1.9% | +17.3% | +15.2% |
| 6M | +16.1% | +0.9% | +15.2% | +15.6% |
| YTD | +11.4% | -9.5% | +20.9% | +7.1% |
| 1Y | +18.5% | -9.0% | +27.4% | +13.8% |
| All | +18.5% | -7.2% | +25.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling