+213.7%
ICE vs TNA
+86.1%
+127.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -2.4% | -7.3% | +4.9% | -1.2% |
| 30D | +4.0% | -14.2% | +18.2% | +6.5% |
| 3M | +13.7% | -4.6% | +18.2% | +14.0% |
| 6M | +0.9% | +36.9% | -36.0% | -5.7% |
| YTD | -2.1% | +42.5% | -44.7% | -9.7% |
| 1Y | -9.5% | +45.8% | -55.3% | -17.4% |
| 3Y | +42.1% | +104.7% | -62.6% | +13.3% |
| 5Y | +41.4% | -21.7% | +63.1% | +24.1% |
| All | +213.7% | +86.1% | +127.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling