+264.9%
ICE vs TECH
+187.9%
+77.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +15.1% | +0.5% | +14.6% | +15.0% |
| 3M | +15.4% | +1.1% | +14.3% | +15.1% |
| 6M | +16.1% | +62.8% | -46.7% | +2.6% |
| YTD | +11.4% | +24.5% | -13.1% | +3.7% |
| 1Y | +18.5% | +20.6% | -2.2% | +11.0% |
| 3Y | +70.5% | +29.5% | +41.1% | +48.2% |
| 5Y | +40.9% | -40.9% | +81.8% | +54.4% |
| All | +264.9% | +187.9% | +77.0% | +111.4% |
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