+126.4%
ICE vs TENB
-9.4%
+135.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +2.0% |
| 7D | -2.4% | -12.1% | +9.7% | -0.3% |
| 30D | +4.0% | -18.6% | +22.6% | +7.2% |
| 3M | +13.7% | +12.1% | +1.6% | +9.9% |
| 6M | +0.9% | +46.8% | -45.9% | -7.9% |
| YTD | -2.1% | +28.0% | -30.1% | -8.8% |
| 1Y | -9.5% | -1.4% | -8.1% | -11.7% |
| 3Y | +42.1% | -33.9% | +76.0% | +46.3% |
| 5Y | +41.4% | -34.6% | +76.0% | +39.7% |
| All | +126.4% | -9.4% | +135.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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