+210.5%
ICE vs EAT
+379.9%
-169.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -5.3% | -6.2% | +0.9% | -4.7% |
| 30D | +3.0% | -3.0% | +6.0% | +3.2% |
| 3M | +11.4% | +45.6% | -34.2% | +6.4% |
| 6M | -2.0% | +53.5% | -55.6% | -7.5% |
| YTD | -3.1% | +49.6% | -52.7% | -8.5% |
| 1Y | -8.4% | +38.9% | -47.3% | -13.0% |
| 3Y | +40.7% | +589.7% | -548.9% | +6.9% |
| 5Y | +40.0% | +318.7% | -278.7% | +9.6% |
| All | +210.5% | +379.9% | -169.4% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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