+20.6%
ICE vs TEM
-11.1%
+31.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.4% |
| 7D | +12.2% | -1.3% | +13.5% | +12.1% |
| 30D | +15.0% | -9.5% | +24.5% | +15.3% |
| 3M | +17.6% | +60.7% | -43.1% | +15.0% |
| 6M | +12.6% | +35.5% | -22.9% | +10.9% |
| YTD | +9.1% | +28.0% | -18.9% | +7.7% |
| 1Y | +20.6% | -10.5% | +31.1% | +21.0% |
| All | +20.6% | -11.1% | +31.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling