+2,316.3%
ICE vs TECK
+345.9%
+1,970.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | +7.6% | +4.6% | +3.0% | +6.6% |
| 3M | +13.9% | +2.8% | +11.1% | +12.5% |
| 6M | -2.4% | +24.9% | -27.2% | -8.0% |
| YTD | +0.3% | +44.7% | -44.5% | -9.0% |
| 1Y | -6.4% | +112.0% | -118.4% | -22.0% |
| 3Y | +43.1% | +67.6% | -24.5% | +21.0% |
| 5Y | +42.1% | +200.3% | -158.2% | +1.2% |
| 10Y | +220.9% | +358.2% | -137.3% | +77.5% |
| All | +2,316.3% | +345.9% | +1,970.4% | +765.9% |
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