+39.9%
ICE vs TE
-43.0%
+82.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | -0.9% | +15.0% | -15.8% | -1.1% |
| 30D | +4.0% | -7.5% | +11.5% | +4.1% |
| 3M | +11.0% | -42.0% | +52.9% | +11.8% |
| 6M | -5.0% | -31.4% | +26.5% | -5.3% |
| YTD | -2.7% | -26.5% | +23.8% | -3.6% |
| 1Y | -8.6% | +153.1% | -161.7% | -14.2% |
| 3Y | +41.4% | -20.7% | +62.0% | +38.8% |
| 5Y | +39.9% | -45.4% | +85.3% | +39.8% |
| All | +39.9% | -43.0% | +82.9% | +39.8% |
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 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