+35.2%
ICE vs TEM
+79.0%
-43.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.0% | +0.5% |
| 7D | +3.6% | -5.9% | +9.5% | +3.7% |
| 30D | +15.1% | +4.8% | +10.3% | +14.8% |
| 3M | +15.4% | +31.9% | -16.5% | +14.0% |
| 6M | +16.1% | +56.0% | -39.9% | +13.8% |
| YTD | +11.4% | +21.3% | -9.9% | +9.8% |
| 1Y | +18.5% | +5.4% | +13.1% | +17.2% |
| All | +35.2% | +79.0% | -43.8% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling