+86.0%
ICE vs TE
-53.0%
+139.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -0.7% | -4.0% | +3.3% | -0.6% |
| 30D | +7.6% | -15.9% | +23.5% | +7.9% |
| 3M | +13.9% | -60.5% | +74.5% | +15.9% |
| 6M | -2.4% | -35.2% | +32.9% | -2.6% |
| YTD | +0.3% | -31.1% | +31.4% | -0.6% |
| 1Y | -6.4% | +148.6% | -155.1% | -12.3% |
| 3Y | +43.1% | -26.4% | +69.5% | +39.5% |
| 5Y | +42.1% | -48.0% | +90.1% | +39.1% |
| All | +86.0% | -53.0% | +139.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling