+70.5%
ICE vs TNA
+138.6%
-68.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.6% | +3.7% | -0.1% | +3.2% |
| 30D | +15.1% | +4.4% | +10.7% | +14.4% |
| 3M | +15.4% | -26.7% | +42.0% | +18.3% |
| 6M | +16.1% | -12.8% | +29.0% | +16.6% |
| YTD | +11.4% | +22.7% | -11.3% | +7.0% |
| 1Y | +18.5% | +35.7% | -17.2% | +12.4% |
| 3Y | +70.5% | +134.6% | -64.0% | +46.9% |
| All | +70.5% | +138.6% | -68.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling