+307.5%
ICE vs TRU
+238.0%
+69.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -0.3% |
| 7D | -0.7% | -6.8% | +6.1% | +1.4% |
| 30D | +7.6% | 0.0% | +7.6% | +7.5% |
| 3M | +13.9% | +13.3% | +0.6% | +9.4% |
| 6M | -2.4% | +3.4% | -5.8% | -4.2% |
| YTD | +0.3% | -6.4% | +6.6% | +1.0% |
| 1Y | -6.4% | -9.7% | +3.3% | -5.2% |
| 3Y | +43.1% | +0.1% | +43.0% | +33.8% |
| 5Y | +42.1% | -34.0% | +76.1% | +49.5% |
| 10Y | +220.9% | +147.9% | +73.0% | +129.8% |
| All | +307.5% | +238.0% | +69.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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