+40.6%
ICE vs TECK
+199.3%
-158.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -0.9% | +4.9% | -5.7% | -1.3% |
| 30D | +4.0% | +5.2% | -1.2% | +3.4% |
| 3M | +11.0% | +13.8% | -2.8% | +9.3% |
| 6M | -5.0% | +38.5% | -43.4% | -8.7% |
| YTD | -2.7% | +47.3% | -50.0% | -7.8% |
| 1Y | -8.6% | +81.0% | -89.6% | -15.9% |
| 3Y | +41.4% | +79.9% | -38.5% | +26.9% |
| All | +40.6% | +199.3% | -158.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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