+70.5%
ICE vs TPR
+403.8%
-333.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +15.1% | +15.1% | 0.0% | +13.4% |
| 3M | +15.4% | +3.5% | +11.9% | +14.8% |
| 6M | +16.1% | +0.4% | +15.7% | +15.3% |
| YTD | +11.4% | +4.6% | +6.8% | +9.4% |
| 1Y | +18.5% | +33.1% | -14.6% | +13.0% |
| 3Y | +70.5% | +396.0% | -325.4% | +33.8% |
| All | +70.5% | +403.8% | -333.2% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling