+15.1%
TEAM vs ICE
+21.0%
-5.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.8% |
| 7D | -13.7% | +12.2% | -25.9% | -19.4% |
| 30D | -3.4% | +15.0% | -18.4% | -11.6% |
| 3M | +72.1% | +17.6% | +54.5% | +56.3% |
| 6M | +103.8% | +12.6% | +91.2% | +85.5% |
| YTD | +17.1% | +9.1% | +8.0% | +9.7% |
| 1Y | +15.1% | +20.6% | -5.5% | +1.2% |
| All | +15.1% | +21.0% | -5.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling