+214.9%
ICE vs ECL
+149.7%
+65.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -0.9% | -2.7% | +1.9% | +0.4% |
| 30D | +4.0% | -4.3% | +8.2% | +5.9% |
| 3M | +11.0% | +3.2% | +7.7% | +9.1% |
| 6M | -5.0% | -2.9% | -2.1% | -4.3% |
| YTD | -2.7% | +4.3% | -7.0% | -5.5% |
| 1Y | -8.6% | +1.6% | -10.3% | -10.4% |
| 3Y | +41.4% | +54.3% | -12.9% | +12.2% |
| 5Y | +39.9% | +26.5% | +13.4% | +19.8% |
| 10Y | +214.9% | +155.6% | +59.3% | +76.0% |
| All | +214.9% | +149.7% | +65.2% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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