+263.5%
ICE vs TECH
+187.7%
+75.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +13.7% | +0.5% | +13.2% | +13.6% |
| 3M | +17.9% | +1.0% | +17.0% | +17.7% |
| 6M | +15.0% | +54.1% | -39.1% | +2.9% |
| YTD | +10.9% | +24.4% | -13.4% | +3.3% |
| 1Y | +17.0% | +19.3% | -2.3% | +9.9% |
| 3Y | +68.2% | +28.5% | +39.7% | +46.5% |
| 5Y | +40.4% | -41.0% | +81.4% | +53.8% |
| All | +263.5% | +187.7% | +75.8% | +110.7% |
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