+2,489.8%
ICE vs TAP
+99.3%
+2,390.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.6% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | +12.9% | +9.1% | +3.7% | +9.3% |
| 3M | +15.4% | -3.8% | +19.2% | +16.6% |
| 6M | +13.1% | -3.4% | +16.5% | +13.7% |
| YTD | +7.5% | -10.6% | +18.1% | +10.0% |
| 1Y | +18.3% | -4.4% | +22.7% | +17.9% |
| 3Y | +65.9% | -24.4% | +90.3% | +76.2% |
| 5Y | +35.2% | +2.1% | +33.1% | +24.0% |
| 10Y | +266.7% | -48.7% | +315.5% | +318.7% |
| All | +2,489.8% | +99.3% | +2,390.5% | +1,281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling