+42.1%
ICE vs TDY
+46.9%
-4.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +4.0% | -12.0% | +16.1% | +6.6% |
| 3M | +13.7% | -3.2% | +16.9% | +13.9% |
| 6M | +0.9% | -7.9% | +8.8% | +2.2% |
| YTD | -2.1% | +18.2% | -20.4% | -7.8% |
| 1Y | -9.5% | +6.7% | -16.2% | -12.4% |
| 3Y | +42.1% | +47.5% | -5.5% | +24.9% |
| All | +42.1% | +46.9% | -4.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling