+213.7%
ICE vs TRI
+196.2%
+17.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -2.4% | -7.9% | +5.5% | +0.8% |
| 30D | +4.0% | -4.5% | +8.5% | +5.6% |
| 3M | +13.7% | +22.1% | -8.4% | +2.5% |
| 6M | +0.9% | -2.8% | +3.7% | -0.7% |
| YTD | -2.1% | -23.4% | +21.3% | +7.0% |
| 1Y | -9.5% | -41.5% | +32.0% | +13.0% |
| 3Y | +42.1% | -19.2% | +61.3% | +44.7% |
| 5Y | +41.4% | -9.4% | +50.8% | +32.9% |
| All | +213.7% | +196.2% | +17.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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