+79.7%
ICE vs TE
-53.2%
+132.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | -0.3% |
| 7D | -5.3% | +0.9% | -6.2% | -5.4% |
| 30D | +3.0% | -16.3% | +19.3% | +3.3% |
| 3M | +11.4% | -40.8% | +52.2% | +12.2% |
| 6M | -2.0% | -42.6% | +40.6% | -1.9% |
| YTD | -3.1% | -31.4% | +28.3% | -3.9% |
| 1Y | -8.4% | +144.9% | -153.3% | -14.1% |
| 3Y | +40.7% | -26.0% | +66.7% | +37.1% |
| 5Y | +40.0% | -48.5% | +88.4% | +37.0% |
| All | +79.7% | -53.2% | +132.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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