+39.9%
ICE vs TECH
-42.1%
+82.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | +4.0% | +0.3% | +3.7% | +3.9% |
| 3M | +11.0% | +32.9% | -22.0% | +5.0% |
| 6M | -5.0% | +32.1% | -37.0% | -10.7% |
| YTD | -2.7% | +23.4% | -26.1% | -7.5% |
| 1Y | -8.6% | +34.1% | -42.7% | -15.1% |
| 3Y | +41.4% | +2.2% | +39.2% | +35.6% |
| 5Y | +39.9% | -41.8% | +81.7% | +53.5% |
| All | +39.9% | -42.1% | +82.0% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling