+452.0%
TEAM vs ICE
+258.3%
+193.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.9% |
| 7D | -16.9% | +2.2% | -19.1% | -18.1% |
| 30D | -26.8% | +13.7% | -40.5% | -33.6% |
| 3M | -1.9% | +17.9% | -19.8% | -13.0% |
| 6M | +79.2% | +15.0% | +64.2% | +61.5% |
| YTD | -6.1% | +10.9% | -17.0% | -13.8% |
| 1Y | -2.1% | +17.0% | -19.1% | -13.4% |
| 3Y | -13.6% | +68.2% | -81.8% | -42.0% |
| 5Y | -65.8% | +40.4% | -106.2% | -74.2% |
| All | +452.0% | +258.3% | +193.7% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling