+18.0%
ICE vs TAP
-10.2%
+28.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +1.0% | -7.8% | +8.8% | +2.0% |
| 30D | +11.4% | +7.1% | +4.3% | +11.1% |
| 3M | +16.2% | -7.0% | +23.2% | +16.3% |
| 6M | +12.5% | -3.8% | +16.3% | +12.0% |
| YTD | +8.6% | -11.7% | +20.3% | +5.1% |
| All | +18.0% | -10.2% | +28.2% | +13.9% |
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 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