+614.2%
TEAM vs ICE
+297.3%
+317.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -2.4% | +3.6% | -6.0% | -4.7% |
| 30D | -26.7% | +15.1% | -41.8% | -33.8% |
| 3M | -9.6% | +15.4% | -25.0% | -18.3% |
| 6M | +86.0% | +16.1% | +69.9% | +67.3% |
| YTD | -7.5% | +11.4% | -18.8% | -15.0% |
| 1Y | -1.4% | +18.5% | -19.8% | -13.1% |
| 3Y | -14.3% | +70.5% | -84.8% | -41.8% |
| 5Y | -66.3% | +40.9% | -107.2% | -74.3% |
| 10Y | +445.6% | +260.6% | +185.0% | +178.4% |
| All | +614.2% | +297.3% | +317.0% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling