+2,316.3%
ICE vs TAP
+100.1%
+2,216.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -0.7% | -2.3% | +1.7% | +0.1% |
| 30D | +7.6% | -2.1% | +9.8% | +8.3% |
| 3M | +13.9% | +6.6% | +7.3% | +11.0% |
| 6M | -2.4% | -11.5% | +9.1% | +1.2% |
| YTD | +0.3% | -10.3% | +10.5% | +2.7% |
| 1Y | -6.4% | -14.4% | +8.0% | -2.9% |
| 3Y | +43.1% | -28.3% | +71.4% | +55.2% |
| 5Y | +42.1% | +1.7% | +40.4% | +30.5% |
| 10Y | +220.9% | -49.2% | +270.1% | +268.3% |
| All | +2,316.3% | +100.1% | +2,216.1% | +1,189.9% |
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 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