+2,489.8%
ICE vs ECL
+1,054.2%
+1,435.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.2% |
| 7D | +2.0% | -0.8% | +2.8% | +2.5% |
| 30D | +12.9% | +8.1% | +4.8% | +7.0% |
| 3M | +15.4% | +6.4% | +9.1% | +10.4% |
| 6M | +13.1% | +14.8% | -1.7% | +2.0% |
| YTD | +7.5% | +15.5% | -8.0% | -4.5% |
| 1Y | +18.3% | +20.1% | -1.8% | +2.2% |
| 3Y | +65.9% | +77.8% | -11.8% | +5.3% |
| 5Y | +35.2% | +37.9% | -2.7% | -0.8% |
| 10Y | +266.7% | +202.7% | +64.1% | +21.1% |
| All | +2,489.8% | +1,054.2% | +1,435.6% | +115.6% |
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