+210.5%
ICE vs TECH
+189.8%
+20.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | +11.4% | +37.4% | -26.0% | +2.7% |
| 6M | -2.0% | +36.9% | -38.9% | -10.8% |
| YTD | -3.1% | +23.1% | -26.2% | -9.6% |
| 1Y | -8.4% | +42.2% | -50.6% | -18.3% |
| 3Y | +40.7% | +1.9% | +38.8% | +31.8% |
| 5Y | +40.0% | -42.9% | +82.9% | +54.5% |
| All | +210.5% | +189.8% | +20.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling