+2,316.3%
ICE vs TPR
+468.7%
+1,847.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | +7.6% | -23.0% | +30.6% | +15.7% |
| 3M | +13.9% | -12.5% | +26.4% | +17.4% |
| 6M | -2.4% | -21.4% | +19.1% | +3.0% |
| YTD | +0.3% | -3.5% | +3.8% | -1.3% |
| 1Y | -6.4% | +17.4% | -23.8% | -14.2% |
| 3Y | +43.1% | +291.3% | -248.1% | -16.5% |
| 5Y | +42.1% | +241.9% | -199.8% | -18.3% |
| 10Y | +220.9% | +322.7% | -101.7% | +36.1% |
| All | +2,316.3% | +468.7% | +1,847.5% | +430.3% |
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