+2,316.3%
ICE vs TRMB
+687.7%
+1,628.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -0.7% | -2.5% | +1.9% | +0.3% |
| 30D | +7.6% | +1.5% | +6.1% | +6.9% |
| 3M | +13.9% | +6.8% | +7.2% | +10.6% |
| 6M | -2.4% | -14.9% | +12.6% | +2.9% |
| YTD | +0.3% | -24.1% | +24.4% | +10.1% |
| 1Y | -6.4% | -25.4% | +19.0% | +3.0% |
| 3Y | +43.1% | +8.0% | +35.1% | +31.0% |
| 5Y | +42.1% | -37.3% | +79.4% | +56.5% |
| 10Y | +220.9% | +116.8% | +104.1% | +90.0% |
| All | +2,316.3% | +687.7% | +1,628.6% | +485.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling