+15.0%
ICE vs EAT
+41.6%
-26.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.5% |
| 7D | +2.2% | -7.1% | +9.3% | +2.2% |
| 30D | +13.7% | -2.3% | +16.0% | +13.7% |
| 3M | +17.9% | -19.6% | +37.6% | +17.7% |
| 6M | +15.0% | +46.0% | -31.1% | +16.8% |
| All | +15.0% | +41.6% | -26.6% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling