-14.6%
TEAM vs ICE
+41.9%
-56.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -5.5% |
| 7D | -5.7% | -1.2% | -4.5% | -4.8% |
| 30D | +18.3% | +5.0% | +13.4% | +15.0% |
| 3M | +80.2% | +13.9% | +66.3% | +66.3% |
| 6M | +111.0% | -4.4% | +115.4% | +115.8% |
| YTD | +8.8% | -1.9% | +10.7% | +9.0% |
| 1Y | +2.2% | -8.1% | +10.3% | +7.0% |
| 3Y | -14.6% | +42.5% | -57.1% | -37.5% |
| All | -14.6% | +41.9% | -56.5% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling