+35.5%
ICE vs TAP
+2.0%
+33.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.2% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | +12.9% | +9.1% | +3.7% | +11.3% |
| 3M | +15.4% | -3.8% | +19.2% | +16.0% |
| 6M | +13.1% | -3.4% | +16.5% | +13.4% |
| YTD | +7.5% | -10.6% | +18.1% | +8.3% |
| 1Y | +18.3% | -4.4% | +22.7% | +17.7% |
| 3Y | +65.9% | -24.4% | +90.3% | +70.9% |
| All | +35.5% | +2.0% | +33.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling