+217.1%
ICE vs TPR
+305.2%
-88.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.6% |
| 7D | -1.2% | -3.4% | +2.2% | -0.6% |
| 30D | +5.0% | -27.3% | +32.3% | +9.9% |
| 3M | +13.9% | -16.2% | +30.1% | +16.5% |
| 6M | -4.4% | -17.9% | +13.5% | -2.4% |
| YTD | -1.9% | -7.1% | +5.2% | -2.1% |
| 1Y | -8.1% | +13.6% | -21.7% | -11.6% |
| 3Y | +42.5% | +293.7% | -251.3% | +8.1% |
| 5Y | +40.6% | +239.1% | -198.5% | +6.6% |
| 10Y | +217.1% | +311.2% | -94.1% | +107.7% |
| All | +217.1% | +305.2% | -88.1% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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