-53.8%
TEAM vs ICE
+42.0%
-95.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -5.0% |
| 7D | -5.7% | -1.2% | -4.5% | -4.5% |
| 30D | +18.3% | +5.0% | +13.4% | +13.5% |
| 3M | +80.2% | +13.9% | +66.3% | +60.3% |
| 6M | +111.0% | -4.4% | +115.4% | +119.7% |
| YTD | +8.8% | -1.9% | +10.7% | +9.3% |
| 1Y | +2.2% | -8.1% | +10.3% | +9.2% |
| 3Y | -14.6% | +42.5% | -57.1% | -45.6% |
| 5Y | -53.8% | +40.6% | -94.4% | -67.8% |
| All | -53.8% | +42.0% | -95.7% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling