+263.5%
ICE vs TRMB
+103.0%
+160.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | +2.2% | +4.1% | -1.9% | +1.1% |
| 30D | +13.7% | -7.0% | +20.7% | +15.1% |
| 3M | +17.9% | -0.9% | +18.8% | +17.1% |
| 6M | +15.0% | -1.2% | +16.2% | +13.8% |
| YTD | +10.9% | -28.7% | +39.7% | +20.1% |
| 1Y | +17.0% | -32.1% | +49.1% | +28.2% |
| 3Y | +68.2% | +33.4% | +34.8% | +47.2% |
| 5Y | +40.4% | -35.6% | +76.0% | +49.3% |
| All | +263.5% | +103.0% | +160.5% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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