-9.5%
ICE vs TENB
-0.2%
-9.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.5% |
| 7D | -2.4% | -12.1% | +9.7% | -1.5% |
| 30D | +4.0% | -18.6% | +22.6% | +5.5% |
| 3M | +13.7% | +12.1% | +1.6% | +11.1% |
| 6M | +0.9% | +46.8% | -45.9% | -6.8% |
| YTD | -2.1% | +28.0% | -30.1% | -7.2% |
| 1Y | -9.5% | -1.4% | -8.1% | -9.5% |
| All | -9.5% | -0.2% | -9.3% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling