+17.6%
ICE vs TEM
+46.9%
-29.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.3% |
| 7D | -5.3% | -9.2% | +3.8% | -5.1% |
| 30D | +3.0% | +5.5% | -2.5% | +2.7% |
| 3M | +11.4% | +18.7% | -7.3% | +10.5% |
| 6M | -2.0% | +15.4% | -17.4% | -3.0% |
| YTD | -3.1% | -0.5% | -2.6% | -3.7% |
| 1Y | -8.4% | -24.8% | +16.5% | -8.4% |
| All | +17.6% | +46.9% | -29.2% | +12.5% |
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