+2,316.3%
ICE vs TECH
+556.4%
+1,759.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +7.6% | +0.7% | +6.9% | +7.4% |
| 3M | +13.9% | +36.3% | -22.4% | +0.8% |
| 6M | -2.4% | +25.6% | -27.9% | -12.6% |
| YTD | +0.3% | +23.7% | -23.4% | -10.3% |
| 1Y | -6.4% | +37.6% | -44.1% | -20.5% |
| 3Y | +43.1% | -6.6% | +49.7% | +32.7% |
| 5Y | +42.1% | -42.2% | +84.3% | +57.4% |
| 10Y | +220.9% | +187.6% | +33.4% | +39.1% |
| All | +2,316.3% | +556.4% | +1,759.8% | +496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling