+41.3%
ICE vs TE
-22.1%
+63.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -0.9% | +15.0% | -15.8% | -0.9% |
| 30D | +4.0% | -7.5% | +11.5% | +4.0% |
| 3M | +11.0% | -42.0% | +52.9% | +11.1% |
| 6M | -5.0% | -31.4% | +26.5% | -5.2% |
| YTD | -2.7% | -26.5% | +23.8% | -3.2% |
| 1Y | -8.6% | +153.1% | -161.7% | -11.0% |
| All | +41.3% | -22.1% | +63.3% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling