+2,516.3%
ICE vs TECH
+560.1%
+1,956.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +11.4% | +0.5% | +10.9% | +11.2% |
| 3M | +16.2% | +0.9% | +15.3% | +15.8% |
| 6M | +12.5% | +51.0% | -38.6% | -4.3% |
| YTD | +8.6% | +24.4% | -15.8% | -3.0% |
| 1Y | +18.4% | +27.6% | -9.2% | +4.5% |
| 3Y | +66.4% | +29.9% | +36.5% | +34.0% |
| 5Y | +37.2% | -40.6% | +77.8% | +50.7% |
| 10Y | +244.8% | +196.7% | +48.1% | +47.5% |
| All | +2,516.3% | +560.1% | +1,956.2% | +544.9% |
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