+2,583.6%
ICE vs TECK
+288.9%
+2,294.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +3.6% | -0.4% | +4.1% | +3.6% |
| 30D | +15.1% | -7.1% | +22.2% | +16.4% |
| 3M | +15.4% | -5.5% | +20.8% | +16.0% |
| 6M | +16.1% | -9.7% | +25.8% | +16.8% |
| YTD | +11.4% | +26.3% | -14.9% | +3.3% |
| 1Y | +18.5% | +44.4% | -25.9% | +6.7% |
| 3Y | +70.5% | +70.1% | +0.5% | +43.2% |
| 5Y | +40.9% | +125.8% | -84.9% | +6.4% |
| 10Y | +260.6% | +200.6% | +60.0% | +120.0% |
| All | +2,583.6% | +288.9% | +2,294.7% | +882.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling