+70.5%
ICE vs TENB
+9.5%
+61.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +3.6% | -3.3% | +6.9% | +3.9% |
| 30D | +15.1% | +6.9% | +8.2% | +14.2% |
| 3M | +15.4% | +1.8% | +13.5% | +14.7% |
| 6M | +16.1% | +98.1% | -81.9% | +5.6% |
| YTD | +11.4% | +73.2% | -61.9% | +2.2% |
| 1Y | +18.5% | +50.7% | -32.2% | +10.8% |
| 3Y | +70.5% | +9.3% | +61.2% | +69.5% |
| All | +70.5% | +9.5% | +61.1% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling