+106.6%
ICE vs TE
-80.5%
+187.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | +3.6% | -19.1% | +22.7% | +4.0% |
| 30D | +15.1% | -34.1% | +49.2% | +15.9% |
| 3M | +15.4% | -60.1% | +75.5% | +17.2% |
| 6M | +16.1% | -66.0% | +82.1% | +17.2% |
| YTD | +11.4% | -71.4% | +82.8% | +12.1% |
| 1Y | +18.5% | -45.3% | +63.7% | +16.3% |
| 3Y | +70.5% | +9.1% | +61.4% | +55.1% |
| 5Y | +40.9% | -82.6% | +123.5% | +41.3% |
| All | +106.6% | -80.5% | +187.1% | +104.0% |
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