+2,316.3%
ICE vs ECL
+969.2%
+1,347.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.7% | -2.6% | +1.9% | +1.1% |
| 30D | +7.6% | -2.2% | +9.8% | +9.1% |
| 3M | +13.9% | +10.1% | +3.8% | +6.1% |
| 6M | -2.4% | -5.7% | +3.4% | +0.4% |
| YTD | +0.3% | +7.0% | -6.7% | -6.0% |
| 1Y | -6.4% | +2.7% | -9.1% | -10.0% |
| 3Y | +43.1% | +57.7% | -14.6% | -1.4% |
| 5Y | +42.1% | +31.1% | +11.0% | +7.3% |
| 10Y | +220.9% | +150.9% | +70.1% | +23.7% |
| All | +2,316.3% | +969.2% | +1,347.0% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling