+18.1%
ICE vs TEM
+53.2%
-35.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | +4.0% | +11.3% | -7.3% | +3.5% |
| 3M | +11.0% | +25.5% | -14.6% | +9.8% |
| 6M | -5.0% | +17.1% | -22.1% | -5.9% |
| YTD | -2.7% | +3.8% | -6.5% | -3.4% |
| 1Y | -8.6% | -24.4% | +15.7% | -8.7% |
| All | +18.1% | +53.2% | -35.1% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling