+2,489.8%
ICE vs TPR
+518.4%
+1,971.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +2.0% | +14.2% | -12.2% | -2.2% |
| 30D | +12.9% | +17.1% | -4.2% | +7.3% |
| 3M | +15.4% | -17.7% | +33.1% | +21.2% |
| 6M | +13.1% | -10.2% | +23.3% | +14.7% |
| YTD | +7.5% | +4.9% | +2.6% | +2.8% |
| 1Y | +18.3% | +36.1% | -17.8% | +3.9% |
| 3Y | +65.9% | +416.5% | -350.6% | -11.9% |
| 5Y | +35.2% | +254.8% | -219.6% | -22.9% |
| 10Y | +266.7% | +391.7% | -125.0% | +46.6% |
| All | +2,489.8% | +518.4% | +1,971.4% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling