+2,263.8%
ICE vs TRI
+410.2%
+1,853.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +1.7% |
| 7D | -1.2% | -7.1% | +5.9% | +3.0% |
| 30D | +5.0% | -2.3% | +7.3% | +5.8% |
| 3M | +13.9% | +19.6% | -5.7% | -0.8% |
| 6M | -4.4% | -8.7% | +4.3% | -3.8% |
| YTD | -1.9% | -22.3% | +20.3% | +7.1% |
| 1Y | -8.1% | -40.7% | +32.6% | +19.1% |
| 3Y | +42.5% | -17.8% | +60.3% | +42.8% |
| 5Y | +40.6% | -8.5% | +49.1% | +29.2% |
| 10Y | +217.1% | +192.6% | +24.5% | +21.0% |
| All | +2,263.8% | +410.2% | +1,853.6% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling