+40.4%
ICE vs TE
-82.7%
+123.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.4% |
| 7D | +2.2% | -13.6% | +15.8% | +2.5% |
| 30D | +13.7% | -37.7% | +51.4% | +14.6% |
| 3M | +17.9% | -59.8% | +77.7% | +19.7% |
| 6M | +15.0% | -66.3% | +81.3% | +16.0% |
| YTD | +10.9% | -70.5% | +81.5% | +11.6% |
| 1Y | +17.0% | -48.8% | +65.8% | +15.1% |
| 3Y | +68.2% | +31.3% | +36.8% | +50.5% |
| 5Y | +40.4% | -82.0% | +122.5% | +42.0% |
| All | +40.4% | -82.7% | +123.1% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling