+40.0%
ICE vs TENB
-32.3%
+72.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.3% |
| 7D | -5.3% | -7.1% | +1.8% | -4.3% |
| 30D | +3.0% | -15.4% | +18.4% | +5.3% |
| 3M | +11.4% | +19.5% | -8.1% | +7.0% |
| 6M | -2.0% | +54.8% | -56.9% | -10.8% |
| YTD | -3.1% | +36.1% | -39.3% | -10.1% |
| 1Y | -8.4% | +7.0% | -15.4% | -11.5% |
| 3Y | +40.7% | -27.6% | +68.3% | +42.8% |
| 5Y | +40.0% | -30.5% | +70.4% | +36.2% |
| All | +40.0% | -32.3% | +72.2% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling