+264.8%
ICE vs ECL
+196.0%
+68.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +3.2% | -2.3% | +5.5% | +4.3% |
| 30D | +14.7% | +8.3% | +6.4% | +10.7% |
| 3M | +19.8% | +8.4% | +11.3% | +15.4% |
| 6M | +15.2% | +23.3% | -8.0% | +4.5% |
| YTD | +12.7% | +18.2% | -5.6% | +3.4% |
| 1Y | +20.4% | +18.8% | +1.6% | +10.2% |
| 3Y | +70.8% | +78.5% | -7.7% | +27.2% |
| 5Y | +43.9% | +40.1% | +3.9% | +18.2% |
| 10Y | +264.8% | +196.5% | +68.3% | +99.1% |
| All | +264.8% | +196.0% | +68.7% | +99.1% |
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