+2,583.6%
ICE vs EAT
+1,051.8%
+1,531.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +3.6% | -4.0% | +7.6% | +4.4% |
| 30D | +15.1% | -2.9% | +18.0% | +15.3% |
| 3M | +15.4% | -16.9% | +32.3% | +19.0% |
| 6M | +16.1% | +57.0% | -40.8% | +4.2% |
| YTD | +11.4% | +38.2% | -26.8% | +1.3% |
| 1Y | +18.5% | +69.3% | -50.8% | +2.9% |
| 3Y | +70.5% | +483.0% | -412.4% | +6.9% |
| 5Y | +40.9% | +364.1% | -323.2% | -11.8% |
| 10Y | +260.6% | +320.8% | -60.2% | +89.0% |
| All | +2,583.6% | +1,051.8% | +1,531.8% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling