+39.9%
ICE vs TRMB
-39.0%
+78.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -0.9% | -2.9% | +2.0% | 0.0% |
| 30D | +4.0% | -1.8% | +5.7% | +4.4% |
| 3M | +11.0% | +8.4% | +2.6% | +8.3% |
| 6M | -5.0% | -18.5% | +13.6% | -0.1% |
| YTD | -2.7% | -26.7% | +24.0% | +5.1% |
| 1Y | -8.6% | -28.3% | +19.7% | -1.0% |
| 3Y | +41.4% | +12.6% | +28.8% | +30.5% |
| 5Y | +39.9% | -38.7% | +78.6% | +58.4% |
| All | +39.9% | -39.0% | +78.9% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling