+2,573.8%
ICE vs TECH
+560.2%
+2,013.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +13.7% | +0.5% | +13.2% | +13.5% |
| 3M | +17.9% | +1.0% | +17.0% | +17.5% |
| 6M | +15.0% | +54.1% | -39.1% | -2.9% |
| YTD | +10.9% | +24.4% | -13.4% | -0.9% |
| 1Y | +17.0% | +19.3% | -2.3% | +5.9% |
| 3Y | +68.2% | +28.5% | +39.7% | +36.1% |
| 5Y | +40.4% | -41.0% | +81.4% | +54.6% |
| 10Y | +259.3% | +189.3% | +69.9% | +56.0% |
| All | +2,573.8% | +560.2% | +2,013.7% | +559.1% |
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